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.
引用
收藏
页码:682 / 695
页数:14
相关论文
共 50 条
  • [41] A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties
    Huang, Zheng-Hai
    Gu, Wei-Zhe
    APPLIED MATHEMATICS AND OPTIMIZATION, 2008, 57 (01): : 17 - 29
  • [42] An improved algorithm for linear complementarity problems with interval data
    Wang, Chao
    Huang, Ting-Zhu
    Yang, Chuan-Sheng
    JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, 2014, 17 (02) : 372 - 388
  • [43] A SMOOTHING NEWTON ALGORITHM FOR LINEAR WEIGHTED COMPLEMENTARITY PROBLEMS
    Tian, Panjie
    Yu, Zhensheng
    Zhang, Mingwang
    Ye, Wen
    JOURNAL OF NONLINEAR FUNCTIONAL ANALYSIS, 2024, 2024
  • [44] An algorithm for the fast solution of symmetric linear complementarity problems
    Morales, Jose Luis
    Nocedal, Jorge
    Smelyanskiy, Mikhail
    NUMERISCHE MATHEMATIK, 2008, 111 (02) : 251 - 266
  • [45] A Potential-Reduction Algorithm for Linear Complementarity Problems
    Wang Yan-jin 1
    2. School of Information and Mathematics
    Wuhan University Journal of Natural Sciences, 2004, (02) : 144 - 148
  • [46] A PARALLEL ITERATIVE ALGORITHM FOR DIFFERENTIAL LINEAR COMPLEMENTARITY PROBLEMS
    Wu, Shu-Lin
    Chen, Xiaojun
    SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2017, 39 (06): : A3040 - A3066
  • [47] An algorithm for the fast solution of symmetric linear complementarity problems
    José Luis Morales
    Jorge Nocedal
    Mikhail Smelyanskiy
    Numerische Mathematik, 2008, 111 : 251 - 266
  • [48] DIRECT ALGORITHM FOR NON-LINEAR COMPLEMENTARITY PROBLEMS
    HABETLER, GJ
    KOSTREVA, MM
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1978, 16 (03) : 504 - 511
  • [49] Interior point positive algorithm for the linear complementarity problems
    Ma, Changfeng
    Changsha Dianli Xueyuan Xuebao/Journal of Changsha University of Electric Power, 1998, 13 (02): : 118 - 122
  • [50] SOLUTION OF P(0)-MATRIX LINEAR COMPLEMENTARITY-PROBLEMS USING A POTENTIAL REDUCTION ALGORITHM
    PARDALOS, PM
    YE, YY
    HAN, CG
    KALISKI, JA
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1993, 14 (04) : 1048 - 1060