A new large-update interior point algorithm for \(P_*(\kappa )\) linear complementarity problems

DOI10.1016/j.cam.2007.05.007zbMath1140.90043OpenAlexW1992726595MaRDI QIDQ2483352

Gyeong-Mi Cho

Publication date: 28 April 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2007.05.007

zbMATH Keywords

complexitylinear complementarity problemkernel functioninterior point methodpolynomial algorithmLCPlinear complementary problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items (18)

A Mehrotra Type Predictor-Corrector Interior-Point Method for P∗(κ)-HLCP ⋮ Sufficient weighted complementarity problems ⋮ A wide neighborhood interior-point algorithm with arc-search for \(P_{\ast}(\kappa)\) linear complementarity problem ⋮ A class of new large-update primal-dual interior-point algorithms for \(P_\ast(\kappa)\) nonlinear complementarity problems ⋮ A class of polynomial interior-point algorithms for the Cartesian \(P_{*}(\kappa )\) second-order cone linear complementarity problem ⋮ Using vector divisions in solving the linear complementarity problem ⋮ On complexity analysis of the primal-dual interior-point method for semidefinite optimization problem based on a new proximity function ⋮ A new kind of simple kennel function yielding good iteration bounds for primal-dual interior-point methods ⋮ A primal-dual large-update interior-point algorithm for \(P_*(\kappa)\)-LCP based on a new class of kernel functions ⋮ Interior-point algorithms for \(P_{*}(\kappa )\)-LCP based on a new class of kernel functions ⋮ An interior-point algorithm for \(P_*(\kappa)\)-LCP based on a new trigonometric kernel function with a double barrier term ⋮ An interior-point algorithm for $P_{ast}(kappa)$-linear complementarity problem based on a new trigonometric kernel function ⋮ Polynomial interior-point algorithms for \(P_*(\kappa )\) horizontal linear complementarity problem ⋮ Exploring complexity of large update interior-point methods for \(P_*(\kappa )\) linear complementarity problem based on kernel function ⋮ A new full-Newton step interior-point method for \(P_*(\kappa)\)-LCP based on a positive-asymptotic kernel function ⋮ A primal-dual interior point method for \(P_{\ast}\left(\kappa \right)\)-HLCP based on a class of parametric kernel functions ⋮ On complexity of a new Mehrotra-type interior point algorithm for \(P_\ast(\kappa )\) linear complementarity problems ⋮ Large-update interior point algorithm for \(P_*\)-linear complementarity problem

Cites Work

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• A unified approach to interior point algorithms for linear complementarity problems: A summary
• Log-barrier method for two-stage quadratic stochastic programming
• Self-regular functions and new search directions for linear and semidefinite optimization
• A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem
• A primal‐dual interior-point method for linear optimization based on a new proximity function
• A Comparative Study of Kernel Functions for Primal-Dual Interior-Point Algorithms in Linear Optimization

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