Interior point algorithm for \(P_*\) nonlinear complementarity problems (Q544204): Difference between revisions
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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 \(q\). | |||
Property / review text: 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 \(q\). / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Nada I. Djuranović-Miličić / rank | |||
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Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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Property / Mathematics Subject Classification ID: 90C33 / rank | |||
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Property / Mathematics Subject Classification ID: 90C51 / rank | |||
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Property / Mathematics Subject Classification ID: 65Y20 / rank | |||
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Property / zbMATH DE Number: 5907704 / rank | |||
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large-update primal-dual interior point method | |||
Property / zbMATH Keywords: large-update primal-dual interior point method / rank | |||
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kernel function | |||
Property / zbMATH Keywords: kernel function / rank | |||
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complexity | |||
Property / zbMATH Keywords: complexity / rank | |||
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polynomial algorithm | |||
Property / zbMATH Keywords: polynomial algorithm / rank | |||
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nonlinear complementarity problem | |||
Property / zbMATH Keywords: nonlinear complementarity problem / rank | |||
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Revision as of 12:00, 1 July 2023
scientific article
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English | Interior point algorithm for \(P_*\) nonlinear complementarity problems |
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Statements
Interior point algorithm for \(P_*\) nonlinear complementarity problems (English)
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14 June 2011
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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 \(q\).
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large-update primal-dual interior point method
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kernel function
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complexity
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polynomial algorithm
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nonlinear complementarity problem
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