Interior point algorithm for \(P_*\) nonlinear complementarity problems (Q544204): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2011.01.021 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1984280072 / rank | |||
Normal rank |
Revision as of 03:02, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Interior point algorithm for \(P_*\) nonlinear complementarity problems |
scientific article |
Statements
Interior point algorithm for \(P_*\) nonlinear complementarity problems (English)
0 references
14 June 2011
0 references
Motivated by the work of \textit{Y. Q. Bai, M. El Ghami} and \textit{C. Roos} [SIAM J. Optim. 15, No.~1, 101--128 (2004; Zbl 1077.90038)], a new large-update primal-dual interior point algorithm for \(P_{*}\) complementarity problems is proposed. Different from most interior point methods which are based on a logarithmic kernel function, the new method is based on a new class of kernel functions. The iteration complexity of the new large-update primal-dual interior point algorithm for \(P_{*}\) complementarity problems is presented under the assumption that a strictly feasible starting point is available and the undertaken problem satisfies some conditions. This is currently the best known result for large-update methods with the considered values of \(p\) and \(q\).
0 references
large-update primal-dual interior point method
0 references
kernel function
0 references
complexity
0 references
polynomial algorithm
0 references
nonlinear complementarity problem
0 references