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>
منابع مشابه
A full Nesterov-Todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem
A full Nesterov-Todd (NT) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using Euclidean Jordan algebra. Two types of full NT-steps are used, feasibility steps and centering steps. The algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasi...
متن کاملAn infeasible interior-point method for the $P*$-matrix linear complementarity problem based on a trigonometric kernel function with full-Newton step
An infeasible interior-point algorithm for solving the$P_*$-matrix linear complementarity problem based on a kernelfunction with trigonometric barrier term is analyzed. Each (main)iteration of the algorithm consists of a feasibility step andseveral centrality steps, whose feasibility step is induced by atrigonometric kernel function. The complexity result coincides withthe best result for infea...
متن کاملa full nesterov-todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem
a full nesterov-todd (nt) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using euclidean jordan algebra. two types of full nt-steps are used, feasibility steps and centering steps. the algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasi...
متن کاملA a Full - Newton Step Infeasible - Interior - Point Algorithm for P ∗ ( Κ ) - Horizontal Linear Complementarity Problems
In this paper we generalize an infeasible interior-point method for linear optimization to horizontal linear complementarity problem (HLCP). This algorithm starts from strictly feasible iterates on the central path of a perturbed problem that is produced by suitable perturbation in HLCP problem. Then, we use so-called feasibility steps that serves to generate strictly feasible iterates for the ...
متن کاملA Full Nesterov-todd Step Infeasible Interior-point Algorithm for Symmetric Cone Linear Complementarity Problem
A full Nesterov-Todd (NT) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using Euclidean Jordan algebra. Two types of full NT-steps are used, feasibility steps and centering steps. The algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasibility steps, finds...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Industrial and Management Optimization
سال: 2022
ISSN: ['1547-5816', '1553-166X']
DOI: https://doi.org/10.3934/jimo.2021082