A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems
In this paper, a full-Newton step feasible interior-point algorithm is proposed for solving P*(κ) -linear complementarity problems. We prove that the full-Newton step to the central path is local quadratically convergent and the proposed algorithm has polynomial iteration complexity, namely, O ((1+4...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Springer
2013
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/5978 |
| Summary: | In this paper, a full-Newton step feasible interior-point algorithm is proposed for solving P*(κ) -linear complementarity problems. We prove that the full-Newton step to the central path is local quadratically convergent and the proposed algorithm has polynomial iteration complexity, namely, O ((1+4κ) √nlogn/ε), which matches the currently best known iteration bound for P*(κ)-linear complementarity problems. Some preliminary numerical results are provided to demonstrate the computational performance of the proposed algorithm. |
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