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

页码：547 / 570

页数：24

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