A Mehrotra Type Predictor-Corrector Interior-Point Method for P*(κ)-HLCP

被引：0
|
作者：
Hazzam, Nadia [1 ]
Kebbiche, Zakia [1 ]
机构：
[1] Univ Ferhat Abbas Setif1, Lab Math Fondamentales & Numer, Setif, Algeria
来源：
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2022年 / 43卷 / 14期
关键词：
Complexity bound; horizontal linear; complementarity problem; interior-point method; Mehrotra algorithm; P-*(kappa)-matrix; predictor-corrector algorithm; POLYNOMIAL CONVERGENCE; ALGORITHM;
D O I：
10.1080/01630563.2022.2123818
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article, a new variant of Mehrotra type-predictor-corrector algorithm is proposed for P-*(kappa)-horizontal linear complementarity problem. We demonstrate the theoretical efficiency of this algorithm by showing its polynomial complexity. The iteration bound is given by O(nA root(1+4 kappa)(2+4 kappa)/Gamma log 1/epsilon). We test the practical efficiency and the validity of our algorithm by running some computational tests.
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页码：1647 / 1659
页数：13
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