This monograph presents a study of interior-point algorithms for the linear complementarity problem, known as a mathematical model for primal-dual pairs of linear programs and convex quadratic programs. A large class of potential reduction algorithms is presented in a unified way.
Reihe
Auflage
Sprache
Verlagsort
Verlagsgruppe
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Research
Illustrationen
Maße
Höhe: 235 mm
Breite: 155 mm
Dicke: 7 mm
Gewicht
ISBN-13
978-3-540-54509-5 (9783540545095)
DOI
Schweitzer Klassifikation
Summary.- The class of linear complementarity problems with P 0-matrices.- Basic analysis of the UIP method.- Initial points and stopping criteria.- A class of potential reduction algorithms.- Proofs of convergence theorems.
