An interior-point algorithm for P∗(κ) -LCP based on a new trigonometric kernel function with a double barrier term

作者：Li, Xin^*; Zhang, Mingwang; Chen, Yan

来源：Journal of Applied Mathematics and Computing, 2017, 53(1-2): 487-506.

DOI：10.1007/s12190-015-0978-3

• Interior point algorithm
• Iteration complexity
• Kernel function
• Large-update
• Linear complementarity problems

In this paper, we present a new large-update interior-point algorithm for P∗(κ) -linear complementarity problem. The new algorithm is based on a trigonometric kernel function which differs from the existing kernel functions in which it has a double barrier term. By a simple analysis, we show that the new algorithm enjoys O((1 2κ)n23lognΕ) iteration complexity. This complexity estimate improves a result from El Ghami et al. (Optim Theory Decis Mak Oper Res Appl 31: 331–349, 2013) and matches the currently best known complexity result for P∗(κ) -linear complementarity problem based on trigonometric kernel functions.

• 出版日期2017
• 单位三峡大学