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系统科学与数学 2000
POLYNOMIALITY OF A HIGH-ORDER FEASIBLE INTERIORPOINT METHOD FOR SOLVING THE HORIZONTAL LINEAR COMPLEMENTARITY PROBLEMS
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Abstract:
Recently, Zhao and Sun presented a high-order infeasible interior point method (IPM) for solving the sufficient linear complementarity problem (LCP) which possesses highorder convergent rate when the LCP has no strictly complementary solution. But no polynomiality result was reported in their paper. In this paper, we consider a simple version of their algorithm, i.e., a high-order feasible IPM for solving the monotone horizontal linear complementarity problem. We prove that the iteration complexity of the method is of O().