A Mehrotra-type algorithm with logarithmic updating technique for P*(κ) linear complementarity problems

被引:0
|
作者
Zhou, Yiyuan [1 ,2 ]
Zhang, Mingwang [1 ]
Huang, Fangyan [3 ]
机构
[1] China Three Gorges Univ, Coll Sci, Yichang, Peoples R China
[2] China Three Gorges Univ, Three Gorges Math Res Ctr, Yichang, Peoples R China
[3] Wanzhou 2 Sr High Sch, Wanzhou, Peoples R China
关键词
interior-point algorithm; linear complementarity problems; Mehrotra-type algorithm; iteration complexity; PREDICTOR-CORRECTOR ALGORITHM; INTERIOR-POINT ALGORITHM; BARRIER PARAMETER;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A Mehrotra-type predictor-corrector algorithm for P(kappa) linear complementarity problems is presented. In this algorithm, the corrector step takes a new direction, and the barrier parameter is the smaller positive root of a logarithmic equation. The iteration complexity of the new algorithm matches the currently best-known results. Numerical results show that the algorithm is efficient.
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页码:682 / 695
页数:14
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