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Implementation of the Full-Newton Step Algorithm for Weighted Linear Complementarity Problems

Darvay, Zsolt and Orbán, Attila Szabolcs (2021) Implementation of the Full-Newton Step Algorithm for Weighted Linear Complementarity Problems. Papers on Technical Science, 15. pp. 15-18. ISSN 2601-5773

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Abstract

We present a path-following interior-point algorithm for solving the weighted linear complementarity problem from the implementation point of view. We studied two variants, which differ only in the method of updating the parameter which characterizes the central path. The implementation was done in the C++ programming language and the obtained numerical results prove the efficiency of the proposed method.

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 07:08
Last Modified: 19 Aug 2022 07:08
URI: http://real.mtak.hu/id/eprint/146665

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