REAL

Predictor-Corrector Interior-Point Algorithm for the General Linear Complementarity Problem

Darvay, Zsolt and Füstös, Ágnes (2021) Predictor-Corrector Interior-Point Algorithm for the General Linear Complementarity Problem. Papers on Technical Science, 15. pp. 11-14. ISSN 2601-5773

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Abstract

We study a predictor-corrector interior-point algorithm for solving general linear complementarity problems from the implementation point of view. We analyze the method proposed by Illés, Nagy and Terlaky that extends the algorithm published by Potra and Liu to general linear complementarity problems. A new method for determining the step size of the corrector direction is presented. Using the code implemented in the C++ programming language, we can solve large-scale problems based on sufficient matrices.

Item Type: Article
Subjects: T Technology / alkalmazott, műszaki tudományok > TA Engineering (General). Civil engineering (General) / általános mérnöki tudományok
Depositing User: Zsolt Baráth
Date Deposited: 19 Aug 2022 07:06
Last Modified: 19 Aug 2022 07:06
URI: http://real.mtak.hu/id/eprint/146664

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