An interior-point algorithm for P*(κ)-LCPs based on a new kernel function with a double barrier term

被引：0

作者：

Derbal, Louiza ^{[1
]}

Kebbiche, Zakia ^{[1
]}

机构：

[1] Ferhat Abbas Univ Setif 1, Dept Math, Lab Fundamental & Numer Math LFNM, Setif 19000, Algeria

来源：

FILOMAT | 2024年 / 38卷 / 24期

关键词：

Interior-point; kernel function; primal-dual method; large update; small update; linear complementarity problem; LINEAR COMPLEMENTARITY-PROBLEM; COMPLEXITY;

D O I：

10.2298/FIL2424461D

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, new search directions and proximity measures are proposed for P-*(kappa)-linear complementarity problem. The new method is based on a new class of kernel function which differs from the existing kernel functions in which it has a double barrier term. We prove that the interior-point algorithm has the same complexity bound as the best known interior-point algorithms for solving these types of problems. The corresponding algorithm has O ((1 + 2 kappa)q root n(log root n)(q+1/q) log n/& varepsilon;) iteration complexity for large-update methods and we match the best known iteration bounds with special choice of the parameter q for P-*(kappa)-linear complementarity problem that is O ((1 + 2 kappa) root n log n log n/& varepsilon;) . We illustrate the performance & varepsilon; of the proposed kernel function by some comparative numerical results that are derived by applying our algorithm to an other kernel function.

引用

页码：8461 / 8479

页数：19

共 27 条

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