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Operations Research Letters
Paper

A unified approach to interior point algorithms for linear complementarity problems: A summary

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Abstract

This note summarizes a report with the same title, where a study was carried out regarding a unified approach, proposed by Kojima, Mizuno and Yoshise, for interior point algorithms for the linear complementarily problem with a positive semi-definite matrix. This approach is extended to nonsymmetric matrices with nonnegative principal minors. © 1991.

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Publication

Operations Research Letters

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