A Kernel Function Based Interior-Point Methods for Solving P*(κ)-Linear Complementarity Problem

被引：0

作者：

M.Reza PEYGHAMI ^{[1
,2
]}

Keyvan AMINI ^{[3
]}

机构：

[1] Department of Mathematics, K. N. Toosi University. of Technology

[2] School of Mathematics, Institute for Research in Fundamental Sciences (IPM)

[3] Department of Mathematics, Faculty of Sciences, Razi University

来源：

Acta Mathematica Sinica,English Series | 2010年 / 26卷 / 09期

关键词：

Linear complementarity problem; interior-point methods; large and small update methods; polynomial complexity;

D O I：

暂无

中图分类号：

O174 [函数论];

学科分类号：

070104 ;

摘要：

In this paper, motivated by the complexity results of Interior Point Methods (IPMs) forLinear Optimization (LO) based on kernel functions, we present a polynomial time IPM for solvingP*(κ)-linear complementarity problem, using a new class of kernel functions. The special case of ournew class was considered earlier for LO by Y. Q. Bai et al. in 2004. Using some appealing propertiesof the new class, we show that the iteration bound for IPMs matches the so far best known theoreticaliteration bound for both large and small updates by choosing special values for the parameters of thenew class.

引用

页码：1761 / 1778

页数：18

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