Interior point algorithm for \(P_*\) nonlinear complementarity problems (Q544204): Difference between revisions

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 \(q\).