An improved full-Newton step O(n) infeasible interior-point method for horizontal linear complementarity problem.
Behrouz KheirfamPublished in: Numer. Algorithms (2016)
Keyphrases
- interior point methods
- interior point
- linear complementarity problem
- convex optimization
- primal dual
- linear programming
- semidefinite
- semidefinite programming
- linear program
- quadratic programming
- linear programming problems
- variational inequalities
- computationally intensive
- linear systems
- analytic center
- solving problems
- nonnegative matrix factorization
- low rank
- approximation algorithms