Large-update interior point algorithm for LCP
نویسنده
چکیده
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 is available, then the new large-update primal-dual algorithms for solving P∗(κ) LCPs have the similar polynomial complexity for LO which is the same complexity with the large-update primal-dual Newton method for P∗(κ) LCPs.
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