A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems
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Produktnummer:
9783540545095
Following Karmarkar's 1984 linear programming algorithm,numerous interior-point algorithms have been proposed forvarious mathematical programming problems such as linearprogramming, convex quadratic programming and convexprogramming in general. This monograph presents a study ofinterior-point algorithms for the linear complementarityproblem (LCP) which is known as a mathematical model forprimal-dual pairs of linear programs and convex quadraticprograms. A large family of potential reduction algorithmsis presented in a unified way for the class of LCPs wherethe underlying matrix has nonnegative principal minors(P0-matrix). This class includes various importantsubclasses such as positive semi-definite matrices,P-matrices, P*-matrices introduced in this monograph, andcolumn sufficient matrices. The family contains not only theusual potential reduction algorithms but also path followingalgorithms and a damped Newton method for the LCP. The maintopics are global convergence, global linear convergence,and the polynomial-time convergence of potential reductionalgorithms included in the family.
EAN: | 9783540545095 |
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Sprache: | Englisch |
Seitenzahl: | 112 |
Produktart: | kartoniert, broschiert |
Verlag: | Springer Springer, Berlin Springer Berlin Heidelberg |
Schlagworte: | Algorithmen Lineare Programmierung |
Größe: | 233 |
Gewicht: | 212 g |