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- W345079989 abstract "We study a new parameterization algorithm for the P-matrix restriction of the linear complementarity problem. This parameterization can be considered similar to a path-following penalty method, and introduces to this class of algorithms a primal-dual symmetry similar to that seen in the highly successful path-following logarithmic barrier methods. The trajectory associated with the parameterization is distinguished by a naturally defined starting point and by a piecewise characterization as a fractional polynomial function of a single parameter. The trajectory can be followed exactly using root isolation and a simplex-like pivoting scheme. Convergence is guaranteed for a weakly-regular subclass of P-matrix LCPs. We show that under a weakly-regular and sign-invariant distribution for the input matrices and vectors, the average number of pieces in the trajectory is O(n 2), where n is the dimension of the problem space, and hence that the path-following algorithm has average-case polynomial running time." @default.
- W345079989 created "2016-06-24" @default.
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- W345079989 date "2000-01-01" @default.
- W345079989 modified "2023-09-23" @default.
- W345079989 title "A New Parameterization Algorithm for the Linear Complementarity Problem" @default.
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- W345079989 doi "https://doi.org/10.1007/978-1-4757-3145-3_31" @default.
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