An interior point approach for linear complementarity problem using new parametrized kernel function

被引：0

作者：

Benhadid, Ayache ^{[1
]}

Saoudi, Khaled ^{[1
]}

Merahi, Fateh ^{[1
]}

机构：

[1] Abbes Laghrour Univ, Fac Sci & Technol, Dept Math & Comp Sci, Khenchela, Algeria

来源：

OPTIMIZATION | 2022年 / 71卷 / 15期

关键词：

Linear optimization; kernel function; interior-point methods; complexity bound; ALGORITHMS;

D O I：

10.1080/02331934.2021.1945051

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we propose a primal-dual interior point method for Linear Complementarity Problem (LCP) based on a new parameterized kernel function. The investigation according to it yields the best-known iteration bound O(root n log(n) log(n/epsilon)) for large-update algorithm and thus improves the iteration bound obtained in Bai et al. (SIAM J Optim. 2004;15:101-128) for large-update algorithm. Finally, we present few numerical results to demonstrate the efficiency of the proposed algorithm.

引用

页码：4403 / 4422

页数：20

共 50 条

[1] A primal-dual interior-point method based on a new kernel function for linear complementarity problem
Djeffal, El Amir
Laouar, Mounia
[J]. ASIAN-EUROPEAN JOURNAL OF MATHEMATICS, 2019, 12 (07)
[2] A kernel function based Interior-Point Methods for solving P*(κ)-linear complementarity problem
M. Reza Peyghami
Keyvan Amini
[J]. Acta Mathematica Sinica, English Series, 2010, 26 : 1761 - 1778
[3] A Kernel Function Based Interior-Point Methods for Solving P*(κ)-Linear Complementarity Problem
M.Reza PEYGHAMI
Keyvan AMINI
[J]. Acta Mathematica Sinica,English Series, 2010, 26 (09) : 1761 - 1778
[4] A kernel function based Interior-Point Methods for solving P *(κ)-linear complementarity problem
Peyghami, M. Reza
Amini, Keyvan
[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2010, 26 (09) : 1761 - 1778
[5] Interior-point algorithm based on general kernel function for monotone linear complementarity problem
刘勇
白延琴
[J]. Advances in Manufacturing, 2009, (02) : 95 - 101
[6] An infeasible interior-point algorithm for monotone linear complementarity problem based on a specific kernel function
Pirhaji, M.
Zangiabadi, M.
Mansouri, H.
[J]. JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2017, 54 (1-2) : 469 - 483
[7] An infeasible interior-point algorithm for monotone linear complementarity problem based on a specific kernel function
M. Pirhaji
M. Zangiabadi
H. Mansouri
[J]. Journal of Applied Mathematics and Computing, 2017, 54 : 469 - 483
[8] An interior-point method for P-*(k)-linear complementarity problem based on a trigonometric kernel function
Hafshejani, S. Fathi
Fatemi, M.
Peyghami, M. Reza
[J]. JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2015, 48 (1-2) : 111 - 128
[9] A new interior-point method for P*(κ) linear complementarity problems based on a parameterized kernel function
Li, Mengmeng
Zhang, Mingwang
Huang, Zhengwei
[J]. ITALIAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2021, (45): : 323 - 348
[10] Kernel function based interior-point methods for horizontal linear complementarity problems
Lee, Yong-Hoon
Cho, You-Young
Cho, Gyeong-Mi
[J]. JOURNAL OF INEQUALITIES AND APPLICATIONS, 2013,

← 1 2 3 4 5 →