A Wide-Neighborhood Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems

In this paper, a wide-neighborhood predictor-corrector feasible interior-point algorithm for linear complementarity problems is proposed. The algorithm is based on using the classical affine scaling direction as a part in a corrector step, not in a predictor step. The convergence analysis of the alg...

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Published in:Journal of the Operations Research Society of China (Internet) 2018-12, Vol.6 (4), p.529-543
Main Authors: Pirhaji, Mohammad, Mansouri, Hossein, Zangiabadi, Maryam
Format: Article
Language:English
Subjects:
Algorithms
Iterative methods
Mathematical problems
Mathematical programming
Neighborhoods
Optimization
Polynomials
Predictor-corrector methods
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description In this paper, a wide-neighborhood predictor-corrector feasible interior-point algorithm for linear complementarity problems is proposed. The algorithm is based on using the classical affine scaling direction as a part in a corrector step, not in a predictor step. The convergence analysis of the algorithm is shown, and it is proved that the algorithm has the polynomial complexity Onlogε-1 which coincides with the best known iteration bound for this class of mathematical problems. The numerical results indicate the efficiency of the algorithm.
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subjects Algorithms
Iterative methods
Mathematical problems
Mathematical programming
Neighborhoods
Optimization
Polynomials
Predictor-corrector methods
title A Wide-Neighborhood Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems
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