Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
نویسندگان
چکیده
منابع مشابه
Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
A first order affine scaling method and two mth order affine scaling methods for solving monotone linear complementarity problems (LCP) are presented. All three methods produce iterates in a wide neighborhood of the central path. The first order method has O(nL2(lognL2)(log lognL2)) iteration complexity. If the LCP admits a strict complementary solution then both the duality gap and the iterati...
متن کاملImproved infeasible-interior-point algorithm for linear complementarity problems
We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...
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 کاملPrimal-dual interior-point methods
3. page 13, lines 12–13: Insert a phrase to stress that we consider only monotone LCP in this book, though the qualifier ”monotone” is often omitted. Replace the sentence preceding the formula (1.21) by The monotone LCP—the qualifier ”monotone” is implicit throughout this book—is the problem of finding vectors x and s in I R that satisfy the following conditions: 4. page 13, line −12: delete “o...
متن کاملA Class of New Large-Update Primal-Dual Interior-Point Algorithms for Linear Complementarity Problems
In this paper we propose a class of new large-update primal-dual interior-point algorithms for P∗(κ) nonlinear complementarity problem (NCP), which are based on a class of kernel functions investigated by Bai et al. in their recent work for linear optimization (LO). The arguments for the algorithms are followed as Peng et al.’s for P∗(κ) complementarity problem based on the self-regular functio...
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: SIAM Journal on Optimization
سال: 2008
ISSN: 1052-6234,1095-7189
DOI: 10.1137/060670341