New complexity analysis of interior-point methods for the Cartesian P ∗ ( κ ) -SCLCP
نویسندگان
چکیده
منابع مشابه
New complexity analysis of interior - point methods for the Cartesian P ∗ ( κ ) - SCLCP
In this paper, we give a unified analysis for both largeand small-update interior-point methods for the Cartesian P∗(κ )-linear complementarity problem over symmetric cones based on a finite barrier. The proposed finite barrier is used both for determining the search directions and for measuring the distance between the given iterate and theμ-center for the algorithm. The symmetry of the result...
متن کاملA unified kernel function approach to polynomial interior - point algorithms for the Cartesian P ∗ ( κ ) - SCLCP ∗
Recently, Bai et al. [Bai Y.Q., Ghami M. El, Roos C., 2004. A comparative study of kernel functions for primal-dual interior-point algorithms in linear optimization. SIAM Journal on Optimization, 15(1), 101-128.] provided a unified approach and comprehensive treatment of interior-point methods for linear optimization based on the class of eligible kernel functions. In this paper we generalize t...
متن کاملAn interior-point method for the Cartesian P∗(κ)-linear complementarity problem over symmetric cones
A novel primal-dual path-following interior-point algorithm for the Cartesian P∗(κ)-linear complementarity problem over symmetric cones is presented. The algorithm is based on a reformulation of the central path for finding the search directions. For a full Nesterov-Todd step feasible interior-point algorithm based on the new search directions, the complexity bound of the algorithm with small-u...
متن کاملA Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal Linear Complementarity Problem
In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.
متن کاملNew Primal-dual Interior Point Methods for P∗(κ) Linear Complementarity Problems
In this paper we propose new primal-dual interior point methods (IPMs) for P∗(κ) linear complementarity problems (LCPs) and analyze the iteration complexity of the algorithm. New search directions and proximity measures are defined based on a class of kernel functions, ψ(t) = t 2−1 2 − R t 1 e q “ 1 ξ −1 ” dξ, q ≥ 1. If a strictly feasible starting point is available and the parameter q = log „...
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 Inequalities and Applications
سال: 2013
ISSN: 1029-242X
DOI: 10.1186/1029-242x-2013-285