A primal-dual large-update interior-point algorithm for P (*)(kappa)-LCP based on a new class of kernel functions

作者：Ji, Ping; Zhang, Ming-wang^*; Li, Xin

来源：Acta Mathematicae Applicatae Sinica-English Series, 2018, 34(1): 119-134.

DOI：10.1007/s10255-018-0729-y

• interior-point method
• kernel function
• complexity
• linear complementarity problem

In this paper, we propose a large-update primal-dual interior point algorithm for P (*)(kappa)-linear complementarity problem. The method is based on a new class of kernel functions which is neither classical logarithmic function nor self-regular functions. It is determines both search directions and the proximity measure between the iterate and the center path. We show that if a strictly feasible starting point is available, then the new algorithm has iteration complexity which becomes with special choice of the parameter p. It is matches the currently best known iteration bound for P (*)(kappa)-linear complementarity problem. Some computational results have been provided.

• 出版日期2018-1
• 单位三峡大学