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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| Online Access: | http://hdl.handle.net/20.500.11937/5978 |
| _version_ | 1848744947027542016 |
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| author | Wang, G. Yu, Changjun Teo, Kok Lay |
| author_facet | Wang, G. Yu, Changjun Teo, Kok Lay |
| author_sort | Wang, G. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T06:09:33Z |
| format | Journal Article |
| id | curtin-20.500.11937-5978 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:09:33Z |
| publishDate | 2013 |
| publisher | Springer |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-59782017-09-13T15:33:38Z A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems Wang, G. Yu, Changjun Teo, Kok Lay polynomial complexity P*(κ)-matrix interior-point methods 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+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. 2013 Journal Article http://hdl.handle.net/20.500.11937/5978 10.1007/s10898-013-0090-x Springer restricted |
| spellingShingle | polynomial complexity P*(κ)-matrix interior-point methods linear complementarity problems Wang, G. Yu, Changjun Teo, Kok Lay A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems |
| title | A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems |
| title_full | A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems |
| title_fullStr | A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems |
| title_full_unstemmed | A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems |
| title_short | A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems |
| title_sort | full-newton step feasible interior-point algorithm for p*(k)-linear complementarity problems |
| topic | polynomial complexity P*(κ)-matrix interior-point methods linear complementarity problems |
| url | http://hdl.handle.net/20.500.11937/5978 |