A full-modified-Newton step $ O(n) $ infeasible interior-point method for the special weighted linear complementarity problem

نویسندگان

چکیده

<p style='text-indent:20px;'>The weighted complementarity problem (wCP) can be applied to a large variety of equilibrium problems in science, economics and engineering. Since formulating an as wCP may lead highly efficient algorithms for its numerical solution, is nontrivial generalization the problem. In this paper we consider special linear (wLCP), which more general optimization Fisher market A full-modified-Newton infeasible interior-point method (IIPM) wLCP proposed. The algorithm reformulates central path perturbed equivalent system equations, uses only full-Newton steps at each iteration, so-called feasibility step (i.e., step) several usual centering steps. polynomial complexity good best known iteration bound these types IIPMs optimization.</p>

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ژورنال

عنوان ژورنال: Journal of Industrial and Management Optimization

سال: 2022

ISSN: ['1547-5816', '1553-166X']

DOI: https://doi.org/10.3934/jimo.2021082