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Bounded homotopy path approach to the solution of linear complementarity problems

Author

Listed:
  • A. Dutta

    (ITER Siksha O Anusandhan)

  • A. K. Das

    (Indian Statistical Institute)

Abstract

In this article a bounded path approach is introduced to find the solution of linear complementarity problem. The interior point method for linear programming was a kind of path-following method. The difficulty of finding a strictly feasible initial point for the interior point algorithm can be replaced appropriately by combining the interior point with homotopy method. A new homotopy function as well as a new approach are proposed to trace a homotopy path to find the solution of linear complementarity problem with various matrix classes. It is shown that the homotopy path approaching to the solution is smooth and bounded. Various classes of numerical examples are illustrated to show the effectiveness of the proposed algorithm.

Suggested Citation

  • A. Dutta & A. K. Das, 2024. "Bounded homotopy path approach to the solution of linear complementarity problems," OPSEARCH, Springer;Operational Research Society of India, vol. 61(1), pages 352-372, March.
    • Handle: RePEc:spr:opsear:v:61:y:2024:i:1:d:10.1007_s12597-023-00687-4
    DOI: 10.1007/s12597-023-00687-4
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    References listed on IDEAS

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    1. Armin Mahmoodi & Leila Hashemi & Milad Jasemi & Soroush Mehraban & Jeremy Laliberté & Richard C. Millar, 2023. "A developed stock price forecasting model using support vector machine combined with metaheuristic algorithms," OPSEARCH, Springer;Operational Research Society of India, vol. 60(1), pages 59-86, March.
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    5. P. Senthil Kumar, 2020. "Algorithms for solving the optimization problems using fuzzy and intuitionistic fuzzy set," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 11(1), pages 189-222, February.
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