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NEW PRIMAL-DUAL INTERIOR POINT METHODS FOR P*(κ) LINEAR COMPLEMENTARITY PROBLEMS
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 Title & Authors
NEW PRIMAL-DUAL INTERIOR POINT METHODS FOR P*(κ) LINEAR COMPLEMENTARITY PROBLEMS
Cho, Gyeong-Mi; Kim, Min-Kyung;
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 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, $\psi(t)
 Keywords
primal-dual interior point method;kernel function;complexity;polynomial algorithm;large-update;linear complementarity problem;
 Language
English
 Cited by
 References
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