[期刊论文]


On complexity of a new Mehrotra-type interior point algorithm for P ∗ ( κ ) $P_{*}(\kappa )$ linear complementarity problems

作   者:
Yiyuan Zhou;Mingwang Zhang;Zhengwei Huang;

出版年:2019

页    码:6 - 6
出版社:Springer Nature


摘   要:

In this paper, a variant of Mehrotra-type predictor–corrector algorithm is proposed for \(P_{*}(\kappa )\) linear complementarity problems. In this algorithm, a safeguard step is used to avoid small step sizes and a new corrector direction is adopted. The algorithm has polynomial iteration complexity and the iteration bound is \(O ((14\kappa +11)\sqrt{(1+4 \kappa )(1+2\kappa )}~n\log \frac{(x^{0})^{T}s^{0}}{\varepsilon } )\) . Some numerical results are reported as well.



关键字:

Interior point algorithm ; \(P_{*}(\kappa )\); linear complementarity problem ; Mehrotra-type algorithm ; Polynomial complexity


全文
所属期刊
Journal of Inequalities and Applications
ISSN:
来自:Springer Nature