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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 …