Kernel function based interior-point methods for horizontal linear complementarity problems

被引:4
|
作者
Lee, Yong-Hoon [1 ]
Cho, You-Young [1 ]
Cho, Gyeong-Mi [2 ]
机构
[1] Pusan Natl Univ, Dept Math, Pusan 609735, South Korea
[2] Dongseo Univ, Dept Software Engn, Pusan 617716, South Korea
关键词
LARGE-UPDATE; ALGORITHMS;
D O I
10.1186/1029-242X-2013-215
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
It is well known that each kernel function defines an interior-point algorithm. In this paper we propose new classes of kernel functions whose form is different from known kernel functions and define interior-point methods (IPMs) based on these functions whose barrier term is exponential power of exponential functions for P*(kappa)-horizontal linear complementarity problems (HLCPs). New search directions and proximity measures are defined by these kernel functions. We obtain so far the best known complexity results for large-and small-update methods.
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页数:15
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