A Full-Newton Step Feasible Interior-Point Algorithm for the Special Weighted Linear Complementarity Problems Based on a Kernel Function

被引:0
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作者
GENG Jie [1 ]
ZHANG Mingwang [1 ,2 ]
ZHU Dechun [1 ]
机构
[1] Mathematics Department,Anhui Institute of Information Technology
[2] College of Science,China Three Gorges University
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O221.1 [线性规划];
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摘要
In this paper, a new full-Newton step primal-dual interior-point algorithm for solving the special weighted linear complementarity problem is designed and analyzed. The algorithm employs a kernel function with a linear growth term to derive the search direction, and by introducing new technical results and selecting suitable parameters, we prove that the iteration bound of the algorithm is as good as best-known polynomial complexity of interior-point methods. Furthermore, numerical results illustrate the efficiency of the proposed method.
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页码:29 / 37
页数:9
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