AN O(n^3L) ALGORITHM USING A SEQUENCE FOR A LINEAR COMPLEMENTARITY PROBLEM

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概要

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• The purpose of this paper is to present an O(n^3L) algorithm for a linear complementarity problem with a positive semi-definite matrix. The algorithm is superior to other O(n^3L) algorithms in the point that it is able to start from any initial feasible point whose components lie between 2^<-O(L)> and 2^<0(L)>. The algorithm is based on the O(n^<3.5>L) method presented by Mizuno [11]. In order to decrease the running time, we use the rank one update technique proposed by Karmarkar [5]. We evaluate the running time in an original way.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Mizuno Shinji

  Department Of Industial Engineering And Management Tokyo Institute Of Technology

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• AN O(n^3L) ALGORITHM USING A SEQUENCE FOR A LINEAR COMPLEMENTARITY PROBLEM

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