An interior-point method for P-*(k)-linear complementarity problem based on a trigonometric kernel function

被引：0
|
作者：
Hafshejani, S. Fathi [1 ,2 ]
Fatemi, M. [1 ,2 ]
Peyghami, M. Reza [1 ,2 ]
机构：
[1] KN Toosi Univ Technol, Dept Math, POB 16315-1618, Tehran, Iran
[2] KN Toosi Univ Technol, Sci Comp Optimizat & Syst Engn SCOPE, Tehran, Iran
来源：
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING | 2015年 / 48卷 / 1-2期
关键词：
Kernel function; P-*(k)-linear complementarity problem; Primal-dual interior point methods; Large-update methods;
D O I：
10.1007/s12190-014-0794-1
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Recently, El Ghami(Optim Theory DecisMak Oper Res Appl 31: 331-349, 2013) proposed a primal dual interior point method for P-*(k)-Linear Complementarity Problem (LCP) based on a trigonometric barrier term and obtained the worst case iteration complexity as O((1 + 2k)n(3/4) log n/is an element of for large-update methods. In this paper, we present a large update primal-dual interior point algorithm for P-*(k)-LCP based on a new trigonometric kernel function. By a simple analysis, we show that our algorithm based on the new kernel function enjoys the worst case O((1 + 2k)root nlog n log n/is an element of iteration bound for solving P-*(k)-LCP. This result improves the worst case iteration bound obtained by El Ghami for P-*(k)-LCP based on trigonometric kernel functions significantly.
引用
收藏
页码：111 / 128
页数：18
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