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Improved Full-Newton-Step Infeasible Interior-Point Method For Linear Complementarity Problems, Mustafa Ozen
Improved Full-Newton-Step Infeasible Interior-Point Method For Linear Complementarity Problems, Mustafa Ozen
Electronic Theses and Dissertations
In this thesis, we present an improved version of Infeasible Interior-Point Method (IIPM) for monotone Linear Complementarity Problem (LCP). One of the most important advantages of this version in compare to old version is that it only requires feasibility steps. In the earlier version, each iteration consisted of one feasibility step and some centering steps (at most three in practice). The improved version guarantees that after one feasibility step, the new iterated point is feasible and close enough to central path. Thus, the centering steps are eliminated. This improvement is based on the Lemma(Roos, 2015). Thanks to this lemma, proximity …
Infeasible Full-Newton-Step Interior-Point Method For The Linear Complementarity Problems, Antré Marquel Drummer
Infeasible Full-Newton-Step Interior-Point Method For The Linear Complementarity Problems, Antré Marquel Drummer
Electronic Theses and Dissertations
In this tesis, we present a new Infeasible Interior-Point Method (IPM) for monotone Linear Complementarity Problem (LPC). The advantage of the method is that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters the iterates are forced to stay in the neighborhood of the central path, hence, still guaranteeing the global convergence of the method under strict feasibility assumption. The number of iterations necessary to find -approximate solution of the problem matches the best known iteration bounds for these types of methods. The preliminary implementation of the method …