Polynomial interior-point algorithm for P horizontal linear complementarity problems

In this paper an interior-point algorithm for P * ( κ ) horizontal linear complementarity problems is proposed that uses new search directions. The theoretical complexity of the new algorithm is calculated. It is investigated that the proposed algorithm has quadratically convergent with polynomial i...

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Vydáno v:Numerical algorithms Ročník 63; číslo 2; s. 385 - 398
Hlavní autoři: Asadi, S., Mansouri, H.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Boston Springer US 01.06.2013
Springer Nature B.V
Témata:
Algebra
Algorithms
Complexity
Computer Science
Horizontal
Iterative methods
Mathematical analysis
Numeric Computing
Numerical Analysis
Original Paper
Polynomials
Searching
Theory of Computation
90C51
Feasible interior-point method
Horizontal linear complementarity problem
90C33
Central path
ISSN:1017-1398, 1572-9265
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Shrnutí:In this paper an interior-point algorithm for P * ( κ ) horizontal linear complementarity problems is proposed that uses new search directions. The theoretical complexity of the new algorithm is calculated. It is investigated that the proposed algorithm has quadratically convergent with polynomial iteration complexity , coincide with the best known iteration bound for P * ( κ ) horizontal linear complementarity problems.
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ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-012-9628-0