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A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems (Lecture Notes in Computer Science) [Paperback]

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Item description for A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems (Lecture Notes in Computer Science) by Masakazu Kojima...

Following Karmarkar's 1984 linear programming algorithm, numerous interior-point algorithms have been proposed for various mathematical programming problems such as linear programming, convex quadratic programming and convex programming in general. This monograph presents a study of interior-point algorithms for the linear complementarity problem (LCP) which is known as a mathematical model for primal-dual pairs of linear programs and convex quadratic programs. A large family of potential reduction algorithms is presented in a unified way for the class of LCPs where the underlying matrix has nonnegative principal minors (P0-matrix). This class includes various important subclasses such as positive semi-definite matrices, P-matrices, P*-matrices introduced in this monograph, and column sufficient matrices. The family contains not only the usual potential reduction algorithms but also path following algorithms and a damped Newton method for the LCP. The main topics are global convergence, global linear convergence, and the polynomial-time convergence of potential reduction algorithms included in the family.



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Item Specifications...


Pages   108
Est. Packaging Dimensions:   Length: 9.1" Width: 6.1" Height: 0.4"
Weight:   0.35 lbs.
Binding  Softcover
Release Date   Oct 28, 1991
Publisher   Springer
ISBN  3540545093  
ISBN13  9783540545095  


Availability  106 units.
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1Books > Subjects > Computers & Internet > General
2Books > Subjects > Computers & Internet > Programming > Algorithms > General
3Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > General
4Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Linear Programming
5Books > Subjects > Professional & Technical > Professional Science > Mathematics > Number Systems
6Books > Subjects > Science > Mathematics > Applied > General
7Books > Subjects > Science > Mathematics > Applied > Linear Programming
8Books > Subjects > Science > Mathematics > Number Systems



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