Improved infeasible-interior-point algorithm for linear complementarity problems

نویسندگان

چکیده مقاله:

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 targets at the $mu^+$-center. It results a better iteration bound.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

improved 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 کامل

Improved Infeasible-interior-point Algorithm for Linear Complementarity Problems

We present a modified version of the infeasible-interiorpoint 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 targets at the μ-center. It results a better iteration bound.

متن کامل

An infeasible-interior-point algorithm for linear complementarity problems

In this paper, we discuss a polynomial and Q-subquadratically convergent algorithm for linear complementarity problems that does not require feasibility of the initial point or the subsequent iterates. The algorithm is a modiication of the linearly convergent method of Zhang and requires the solution of at most two linear systems with the same coeecient matrix at each iteration.

متن کامل

A 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 کامل

A superquadratic infeasible-interior-point method for linear complementarity problems

We consider a modiication of a path-following infeasible-interior-point algorithm described by Wright. In the new algorithm, we attempt to improve each major iterate by reusing the coeecient matrix factors from the latest step. We show that the modiied algorithm has similar theoretical global convergence properties to those of the earlier algorithm, while its asymptotic convergence rate can be ...

متن کامل

A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems

We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complemen-tarity problems. Superlinear convergence is attained when the solution is nondegener-ate and also when the problem is linear. Numerical experiments connrm the eecacy of the proposed approach.

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ذخیره در منابع من قبلا به منابع من ذحیره شده

{@ msg_add @}


عنوان ژورنال

دوره 38  شماره 3

صفحات  787- 803

تاریخ انتشار 2012-09-15

با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023