This monograph presents a study of interior-point algorithms for the linear complementarity problem, known as a mathematical model for primal-dual pairs of linear programs and convex quadratic programs. A large class of potential reduction algorithms is presented in a unified way.
Masakazu Kojima
Complementarity Innerer-Punkt-Methode Interior-Point Method Komplementarität Linear Programming Lineares Programmieren Mathematics of Computing Mathematik der Informationsverarbeitung Optimierung algorithms linear optimization optimization