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

来源：

ITALIAN JOURNAL OF PURE AND APPLIED MATHEMATICS | 2023年 / 50期

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.

引用

页码：682 / 695

页数：14

共 50 条

[31] A Second-Order Modified Version of Mehrotra-type Predictor-Corrector Algorithm for Convex Quadratic Optimization
Hu, Qiang
Zhang, Mingwang
ADVANCES IN SWARM INTELLIGENCE, PT 2, PROCEEDINGS, 2010, 6146 : 430 - 438
[32] Polynomial interior-point algorithm for P* horizontal linear complementarity problems
Asadi, S.
Mansouri, H.
NUMERICAL ALGORITHMS, 2013, 63 (02) : 385 - 398
[33] A finite algorithm for almost linear complementarity problems
Wang, Zhengyu
Fukushima, Masao
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2007, 28 (11-12) : 1387 - 1403
[34] A rapid algorithm for a class of linear complementarity problems
Xu, M. H.
Luan, G. F.
APPLIED MATHEMATICS AND COMPUTATION, 2007, 188 (02) : 1647 - 1655
[35] A second-order Mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming
Yang, Ximei
Liu, Hongwei
Zhang, Yinkui
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2014, 91 (05) : 1082 - 1096
[36] On complexity of a new Mehrotra-type interior point algorithm for P∗(κ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$P_{*}(\kappa )$\end{document} linear complementarity problems
Yiyuan Zhou
Mingwang Zhang
Zhengwei Huang
Journal of Inequalities and Applications, 2019 (1)
[37] A new large-update interior point algorithm for P*(κ) linear complementarity problems
Cho, Gyeong-Mi
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2008, 216 (01) : 265 - 278
[38] Complexity of large-update interior point algorithm for P*(κ) linear complementarity problems
Cho, G. M.
Kim, M. K.
Lee, Y. H.
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2007, 53 (06) : 948 - 960
[39] A Smoothing-Type Algorithm for Solving Linear Complementarity Problems with Strong Convergence Properties
Zheng-Hai Huang
Wei-Zhe Gu
Applied Mathematics and Optimization, 2008, 57 : 17 - 29
[40] SOLVING MORE LINEAR COMPLEMENTARITY-PROBLEMS WITH MURTY BARD-TYPE ALGORITHM
DUNLAP, KL
KOSTREVA, MM
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1993, 77 (03) : 497 - 522

← 1 2 3 4 5 →