A Mehrotra Type Predictor-Corrector Interior-Point Method for P*(κ)-HLCP

被引：0

作者：

Hazzam, Nadia ^{[1
]}

Kebbiche, Zakia ^{[1
]}

机构：

[1] Univ Ferhat Abbas Setif1, Lab Math Fondamentales & Numer, Setif, Algeria

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2022年 / 43卷 / 14期

关键词：

Complexity bound; horizontal linear; complementarity problem; interior-point method; Mehrotra algorithm; P-*(kappa)-matrix; predictor-corrector algorithm; POLYNOMIAL CONVERGENCE; ALGORITHM;

D O I：

10.1080/01630563.2022.2123818

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article, a new variant of Mehrotra type-predictor-corrector algorithm is proposed for P-*(kappa)-horizontal linear complementarity problem. We demonstrate the theoretical efficiency of this algorithm by showing its polynomial complexity. The iteration bound is given by O(nA root(1+4 kappa)(2+4 kappa)/Gamma log 1/epsilon). We test the practical efficiency and the validity of our algorithm by running some computational tests.

引用

页码：1647 / 1659

页数：13

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