NEW COMPLEXITY ANALYSIS OF PRIMAL-DUAL IMPS FOR P_{*} LAPS BASED ON LARGE UPDATES

- Journal title : Bulletin of the Korean Mathematical Society
- Volume 46, Issue 3, 2009, pp.521-534
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/BKMS.2009.46.3.521

Title & Authors

NEW COMPLEXITY ANALYSIS OF PRIMAL-DUAL IMPS FOR P_{*} LAPS BASED ON LARGE UPDATES

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

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

Abstract

In this paper we present new large-update primal-dual interior point algorithms for linear complementarity problems(LAPS) based on a class of kernel functions, , p [0, 1], . It is the first to use this class of kernel functions in the complexity analysis of interior point method(IPM) for LAPS. We showed that if a strictly feasible starting point is available, then new large-update primal-dual interior point algorithms for LAPS have complexity bound. When p = 1, we have complexity which is so far the best known complexity for large-update methods.

Keywords

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

Language

Korean

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