Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4636961 | Applied Mathematics and Computation | 2006 | 6 Pages |
Abstract
A combined homotopy interior point method for the linear complementarity problem (LCP) is proposed in this paper. We construct a homotopy path for the linear complementarity problem and prove that the homotopy path determines a smooth interior path from an arbitrary given interior point to the solution of LCP. Furthermore, we modify a predictor corrector algorithm with the technique of the cone neighborhood to trace the homotopy path. Finally, a numerical example is provided to show the effectiveness and feasibility of this method.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Qian Yu, Chongchao Huang, Xianjia Wang,