An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems.
Luís M. FernandesJoaquim JúdiceJoão PatrícioPublished in: Comput. Optim. Appl. (1996)
Keyphrases
- interior point
- linear complementarity problem
- interior point methods
- linear programming
- convex optimization
- linear program
- semidefinite programming
- primal dual
- nonnegative matrix factorization
- semidefinite
- simplex method
- linear programming problems
- sufficient conditions
- least squares
- dynamic programming
- computationally intensive
- multistage