The effect of the step-size on the numerical behavior of a primal-dual interior-point algorithm applied to P(κ) linear complementary problem

Theoretically, the step-size plays a crucial role in the complexity analysis of primal-dual interior-point algorithms. In this paper, we would like to focus on the strategy of how to select the step-size. We propose three choices applied to P· (κ)-Linear complementarity problem based on two new kern...

Full description

Saved in:
Bibliographic Details
Published in:Bulletin of the Transilvania University of Brașov. Series III, Mathematics, informatics, physics Vol. 13(62); no. 1; pp. 331 - 342
Main Authors: Chenouf, Chahinez, Kebbiche, Zakia
Format: Journal Article
Language:English
Published: Brasov Transilvania University of Brasov 2020
Subjects:
Algorithms
Kernel functions
Linear programming
Methods
Researchers
ISSN:2065-2151, 2065-216X
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Theoretically, the step-size plays a crucial role in the complexity analysis of primal-dual interior-point algorithms. In this paper, we would like to focus on the strategy of how to select the step-size. We propose three choices applied to P· (κ)-Linear complementarity problem based on two new kernel functions. The numerical behavior of the primal-dual interior-point algorithm is shown to be improved with these step-size choices. We have significantly reduced the number of the inner iterations and the calculation time of the large-update algorithm.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:2065-2151
2065-216X
DOI:10.31926/but.mif.2020.13.62.1.24