Improved Infeasible-interior-point Algorithm for Linear Complementarity Problems
نویسندگان
چکیده
We present a modified version of the infeasible-interiorpoint 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 targets at the μ-center. It results a better iteration bound.
منابع مشابه
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 کاملAn improved infeasible interior-point method for symmetric cone linear complementarity problem
We present an improved version of a full Nesterov-Todd step infeasible interior-point method for linear complementarityproblem over symmetric cone (Bull. Iranian Math. Soc., 40(3), 541-564, (2014)). In the earlier version, each iteration consisted of one so-called feasibility step and a few -at most three - centering steps. Here, each iteration consists of only a feasibility step. Thus, the new...
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 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-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs
An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point ...
متن کاملA full NT-step O(n) infeasible interior-point method for Cartesian P_*(k) –HLCP over symmetric cones using exponential convexity
In this paper, by using the exponential convexity property of a barrier function, we propose an infeasible interior-point method for Cartesian P_*(k) horizontal linear complementarity problem over symmetric cones. The method uses Nesterov and Todd full steps, and we prove that the proposed algorithm is well define. The iteration bound coincides with the currently best iteration bound for the Ca...
متن کامل