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Interior point methods for linear complementarity problems
Author(s) -
Potra Florian A.
Publication year - 2007
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200700035
Subject(s) - complementarity (molecular biology) , interior point method , convergence (economics) , point (geometry) , mathematical optimization , mathematics , linear complementarity problem , complementarity theory , computer science , mathematical economics , algorithm , economics , nonlinear system , geometry , physics , genetics , quantum mechanics , biology , economic growth
A short survey of interior point methods for linear complementarity problems with emphasis on algorithms that have both polynomial complexity and superlinear convergence is presented. Some recent results obtained by the author and his collaborators are briefly summarized and several directions of future research are proposed. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)