A new large - update interior point algorithm for P ∗ ( ) linear complementarity problems

نویسنده

  • Gyeong-Mi Cho
چکیده

In this paper we propose a new large-update primal-dual interior point algorithm for P∗( ) linear complementarity problems (LCPs). We generalize Bai et al.’s [A primal-dual interior-point method for linear optimization based on a new proximity function, Optim. Methods Software 17(2002) 985–1008] primal-dual interior point algorithm for linear optimization (LO) problem to P∗( ) LCPs. New search directions and proximity measures are proposed based on a kernel function which is not logarithmic barrier nor self-regular for P∗( ) LCPs. We showed that if a strictly feasible starting point is available, then the new large-update primaldual interior point algorithm for solving P∗( ) LCPs has the polynomial complexity O((1+ 2 )n3/4 log(n/ )) and gives a simple complexity analysis. This proximity function has not been used in the complexity analysis of interior point method (IPM) for P∗( ) LCPs before. © 2007 Elsevier B.V. All rights reserved. MSC: 49M15; 65K05; 90C33

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An interior-point algorithm for $P_{ast}(kappa)$-linear complementarity problem based on a new trigonometric kernel function

In this paper, an interior-point algorithm  for $P_{ast}(kappa)$-Linear Complementarity Problem (LCP) based on a new parametric trigonometric kernel function is proposed. By applying strictly feasible starting point condition and using some simple analysis tools, we prove that our algorithm has $O((1+2kappa)sqrt{n} log nlogfrac{n}{epsilon})$ iteration bound for large-update methods, which coinc...

متن کامل

A 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 کامل

Improved 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 کامل

Large-update interior point algorithm for LCP

In this paper we propose a new large-update primal-dual interior point algorithm for P∗(κ) linear complementarity problems (LCPs). We generalize the analysis of BER’s primal-dual interior point algorithm for LP to P∗(κ) LCPs. New search directions and proximity measures are proposed based on a new kernel function which has linear growth term. We showed that if a strictly feasible starting point...

متن کامل

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 کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008