A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is
A polynomial-time continuation algorithm is presented for a class of linear complementarity problems with positive semidefinite matrices. The linear extrapolation technique is combined with the Newton iteration in the predictor-corrector procedure of the algorithm to numerically follow the solution curve of the homotopy equations arising from the perturbed Karush-Kuhn-Tucker condition. The convergence rate of the method is proved to be 1 -4/(7&j after each cycle consisting of one extrapolation between two Newton steps.doi:10.1016/0024-3795(93)90291-u fatcat:qxo4srn4g5edtbcicscngdw5za