Return
A Large-update Interior-point Algorithm for P∗(κ) Linear Complementarity Problem Based on a New Class of Hyperbolic Kernel Functions
DOI:10.1142/S0217595926500053.png)
Abstract
En 中文
In this paper, we present and analyze a large-update interior-point algorithm for P-& lowast;(kappa) linear complementarity problem. The search directions are introduced based on a new class of hyperbolic kernel functions. To the best of our knowledge, this class of kernel functions differs from all the existing hyperbolic kernel functions in the literature by having a growth term that is between linear and quadratic. By establishing some technical lemmas, we show that the algorithm has favorable complexity results. Some numerical results illustrate the efficiency of the algorithm.
Keywords:
Interior-point method
kernel function
large-update
linear complementarity problem
Journal
A
IF:
1
Papers:
46
Citations:
0

