An interior point method for $$P_{*}(\kappa )$$-horizontal linear complementarity problem based on a new proximity function.
Sajad Fathi HafshejaniAlireza Fakharzadeh JahromiPublished in: J. Appl. Math. Comput. (2020)
Keyphrases
- interior point methods
- linear complementarity problem
- interior point
- convex optimization
- semidefinite
- linear programming
- linear program
- primal dual
- semidefinite programming
- quadratic programming
- linear programming problems
- computationally intensive
- variational inequalities
- linear systems
- solving problems
- convex relaxation
- linear combination