a quadratically convergent interior-point algorithm for the p*(κ)-matrix horizontal linear complementarity problem
نویسندگان
چکیده
in this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (hlcps). the algorithm uses only full-newton steps which has the advantage that no line searchs are needed. moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.
منابع مشابه
A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal Linear Complementarity Problem
In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.
متن کاملA full Nesterov-Todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem
A full Nesterov-Todd (NT) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using Euclidean Jordan algebra. Two types of full NT-steps are used, feasibility steps and centering steps. The algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasi...
متن کاملImproved infeasible-interior-point algorithm for linear complementarity problems
We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...
متن کاملa full nesterov-todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem
a full nesterov-todd (nt) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using euclidean jordan algebra. two types of full nt-steps are used, feasibility steps and centering steps. the algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasi...
متن کاملAn interior-point algorithm for $P_{ast}(kappa)$-linear complementarity problem based on a new trigonometric kernel function
In this paper, an interior-point algorithm for $P_{ast}(kappa)$-Linear Complementarity Problem (LCP) based on a new parametric trigonometric kernel function is proposed. By applying strictly feasible starting point condition and using some simple analysis tools, we prove that our algorithm has $O((1+2kappa)sqrt{n} log nlogfrac{n}{epsilon})$ iteration bound for large-update methods, which coinc...
متن کاملimproved infeasible-interior-point algorithm for linear complementarity problems
we present a modified version of the infeasible-interior- we present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by mansouri et al. (nonlinear anal. real world appl. 12(2011) 545--561). each main step of the algorithm consists of a feasibility step and several centering steps. we use a different feasibility step, which targ...
متن کاملمنابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
journal of sciences, islamic republic of iranناشر: university of tehran
ISSN 1016-1104
دوره 23
شماره 3 2012
میزبانی شده توسط پلتفرم ابری doprax.com
copyright © 2015-2023