A new large-update interior point algorithm for \(P_{*}(\kappa)\) LCPs based on kernel functions (Q858773)
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scientific article; zbMATH DE number 5115388
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| English | A new large-update interior point algorithm for \(P_{*}(\kappa)\) LCPs based on kernel functions |
scientific article; zbMATH DE number 5115388 |
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A new large-update interior point algorithm for \(P_{*}(\kappa)\) LCPs based on kernel functions (English)
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11 January 2007
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The authors study linear complementarity problems where a novel large-update primal-dual interior point algorithm is presented. The article begins with a description of the necessary preliminaries and background (Sections 1 and 2). This is followed by a description of the new kernel function used in the algorithm and a series of relevant theorems. All properties of the algorithm are fully proven. The proposed kernel functions are neither logarithmic barrier nor self-regular. The paper concludes with a list of useful references.
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kernel function
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linear complementarity problems
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