A new interior-point algorithm for P-*(k)-NCP based on a class of parametric kernel functions

作者：Li, Xin^*

来源：Operations Research Letters, 2016, 44(4): 463-468.

DOI：10.1016/j.orl.2016.04.009

• Nonlinear complementarity problem
• Interior point methods
• Kernel function
• Iteration complexity

In this paper, we propose a long step interior point algorithm for solving the P-*(k)-nonlinear complementarity problem (NCP) based on a new class of parametric kernel functions. A simple analysis shows that if a strictly feasible starting point is available and the problem satisfies certain conditions, then the proposed algorithm has 0((1 + 2k)root n log n log(n mu(0)/epsilon)) iteration complexity. This result coincides with the current best-known iteration bounds for such methods.

• 出版日期2016-7
• 单位广西民族师范学院