A primal-dual interior point algorithm for linear programming
Progress in Mathematical Programming Interior-point and related methods
Mathematical Programming: Series A and B
Primal-dual interior-point methods
Primal-dual interior-point methods
Convex Optimization
SIAM Journal on Optimization
ISNN 2009 Proceedings of the 6th International Symposium on Neural Networks: Advances in Neural Networks - Part III
Polynomial interior-point algorithms for P*(K) horizontal linear complementarity problem
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Using vector divisions in solving the linear complementarity problem
Journal of Computational and Applied Mathematics
Interior-point algorithms for $$P_{*}(\kappa )$$-LCP based on a new class of kernel functions
Journal of Global Optimization
| Hi-index | 7.29 |
In this paper we propose a new large-update primal-dual interior point algorithm for P"*(@k) linear complementarity problems (LCPs). We generalize Bai et al.'s [A primal-dual interior-point method for linear optimization based on a new proximity function, Optim. Methods Software 17(2002) 985-1008] primal-dual interior point algorithm for linear optimization (LO) problem to P"*(@k) LCPs. New search directions and proximity measures are proposed based on a kernel function which is not logarithmic barrier nor self-regular for P"*(@k) LCPs. We showed that if a strictly feasible starting point is available, then the new large-update primal-dual interior point algorithm for solving P"*(@k) LCPs has the polynomial complexity O((1+2@k)n^3^/^4log(n/@e)) and gives a simple complexity analysis. This proximity function has not been used in the complexity analysis of interior point method (IPM) for P"*(@k) LCPs before.