A Primal-dual Large-update Interior-point Algorithm for P_*(κ)-LCP Based on a New Class of Kernel Functions

2018年第01期

关键词:
interior-point method;kernel function;complexity;linear complementarity problem

Keywords
interior-point method;kernel function;complexity;linear complementarity problem
摘要
     In this paper, we propose a large-update primal-dual interior point algorithm for P*(κ)-linear complementarity problem. The method is based on a new class of kernel functions which is neither classical logarithmic function nor self-regular functions. It is determines both search directions and the proximity measure between the iterate and the center path. We show that if a strictly feasible starting point is available, then the new algorithm has O(1 + 2κ)pn1/2(1/plog n + 1)2 lognε iteration complexity which becomes O((1 + 2κ)n1/2log n logn/ε)with special choice of the parameter p. It is matches the currently best known iteration bound for P*(κ)-linear complementarity problem. Some computational results have been provided.


本文地址:www.fabiao.net/content-16-5555-1.html

上一篇:Ergodicity of the 2D Navier-Stokes Equations with Degenerate Multiplicative Noise
下一篇:Neighbor Sum Distinguishing Chromatic Index of Sparse Graphs via the Combinatorial Nullstellensatz

分享到: 分享A Primal-dual Large-update Interior-point Algorithm for P_*(κ)-LCP Based on a New Class of Kernel Functions到腾讯微博           收藏
评论排行
公告 
相关期刊文献推荐