A NEW PARAMETRIC KERNEL FUNCTION YIELDING THE BEST KNOWN ITERATION BOUNDS OF INTERIOR-POINT METHODS FOR THE CARTESIAN P*(k)-SCLCP

被引：0
作者：
Cai, X. Z. [1 ]
Li, L. [1 ]
El Ghami, M. [2 ]
Steihaug, T. [3 ]
Wang, G. Q. [1 ]
机构：
[1] Shanghai Univ Engn Sci, Sch Math Phys & Stat, Shanghai 201620, Peoples R China
[2] Nord Univ Nesna, Fac Educ & Arts, Math Sect, N-8700 Nesna, Norway
[3] Univ Bergen, Dept Informat, Box 7803, N-5020 Bergen, Norway
来源：
PACIFIC JOURNAL OF OPTIMIZATION | 2017年 / 13卷 / 04期
基金：
中国国家自然科学基金;
关键词：
interior-point methods; linear complementarity problem; Cartesian P-*(k)-property; Euclidean Jordan algebras; large-update method; small-update method; polynomial complexity; LINEAR COMPLEMENTARITY-PROBLEM; TRIGONOMETRIC BARRIER TERM; SYMMETRIC CONES; SEMIDEFINITE OPTIMIZATION; JORDAN ALGEBRAS; ALGORITHMS; CONVERGENCE;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In. this paper, we introduce a new parametric kernel function with trigonometric barrier term, which yields a class of large- and small-update interior-point methods for the Cartesian P-*(n)-LCP over symmetric cones. By using Euclidean Jordan algebras, together with the feature of the new parametric kernel function, we establish the currently best known iteration bounds for large- and small-update methods. This result reduces the gap between the practical behavior of the algorithms and their theoretical performance result.
引用
收藏
页码：547 / 570
页数：24
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