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The Linear Complementarity Problem and a Modified Newton's Method to Find its Solution

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Abstract:

In this paper, we present a new interior-point method of convergence order six to solve the linear complementarity problem. Computational efficiency in its general form is discussed and a comparison between the efficiency of the proposed method and existing ones is made. The performance is tested through numerical experiments on some test problems and a practical example of bio-economic equilibrium model.

Info:

Periodical:
Bulletin of Mathematical Sciences and Applications (Volume 15)
Pages:
17-35
DOI:
https://doi.org/10.18052/www.scipress.com/BMSA.15.17
Citation:
Y. El Foutayeni and M. Khaladi, "The Linear Complementarity Problem and a Modified Newton's Method to Find its Solution", Bulletin of Mathematical Sciences and Applications, Vol. 15, pp. 17-35, 2016
Online since:
May 2016
Authors:
Youssef El Foutayeni, Mohamed Khaladi
Keywords:
Interior Point Methods, Linear Complementarity Problem, Sixth Order Method, System of Non-Linear Equations
Export:
RIS, BibTeX, Text
Distribution:
Open Access

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This work is licensed under a
Creative Commons Attribution 4.0 International License

References:

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