A Non-Interior-Point Continuation Method for Linear Complementarity Problems
- 1 October 1993
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 14 (4) , 1168-1190
- https://doi.org/10.1137/0614081
Abstract
This paper presents a continuation method for linear complementarily problems based on a new smooth equation formulation. In particular, the case of a linear complementarity problem defined by a positive semidefinite or $P_0 $ matrix is studied in detail. Extensive numerical testing of the continuation method is performed for both problems in the literature and randomly generated problems.
Keywords
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