NEW PRIMAL-DUAL INTERIOR POINT METHODS FOR P_{*}(κ) LINEAR COMPLEMENTARITY PROBLEMS

- Journal title : Communications of the Korean Mathematical Society
- Volume 25, Issue 4, 2010, pp.655-669
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/CKMS.2010.25.4.655

Title & Authors

NEW PRIMAL-DUAL INTERIOR POINT METHODS FOR P_{*}(κ) LINEAR COMPLEMENTARITY PROBLEMS

Cho, Gyeong-Mi; Kim, Min-Kyung;

Cho, Gyeong-Mi; Kim, Min-Kyung;

Abstract

In this paper we propose new primal-dual interior point methods (IPMs) for linear complementarity problems (LCPs) and analyze the iteration complexity of the algorithm. New search directions and proximity measures are defined based on a class of kernel functions, , . If a strictly feasible starting point is available and the parameter , where , then new large-update primal-dual interior point algorithms have iteration complexity which is the best known result for this method. For small-update methods, we have iteration complexity.

Keywords

primal-dual interior point method;kernel function;complexity;polynomial algorithm;large-update;linear complementarity problem;

Language

English

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