An interior-point method for -linear complementarity problem based on a trigonometric kernel function

Recently, El Ghami (Optim Theory Decis Mak Oper Res Appl 31:331-349, 2013 ) proposed a primal dual interior point method for -Linear Complementarity Problem (LCP) based on a trigonometric barrier term and obtained the worst case iteration complexity as for large-update methods. In this paper, we pre...

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Bibliographic Details
Published in:Journal of applied mathematics & computing 2015-06, Vol.48 (1-2), p.111-128
Main Authors: Hafshejani, S Fathi, Fatemi, M, Peyghami, M Reza
Format: Article
Language:English
Subjects:
Algorithms
Barriers
Computation
Iterative methods
Kernel functions
Linear programming
Liquid crystal polymers
Mathematical analysis
Mathematical models
Methods
Optimization
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Summary:Recently, El Ghami (Optim Theory Decis Mak Oper Res Appl 31:331-349, 2013 ) proposed a primal dual interior point method for -Linear Complementarity Problem (LCP) based on a trigonometric barrier term and obtained the worst case iteration complexity as for large-update methods. In this paper, we present a large update primal-dual interior point algorithm for -LCP based on a new trigonometric kernel function. By a simple analysis, we show that our algorithm based on the new kernel function enjoys the worst case iteration bound for solving -LCP. This result improves the worst case iteration bound obtained by El Ghami for -LCP based on trigonometric kernel functions significantly.
ISSN:1598-5865
1865-2085
DOI:10.1007/s12190-014-0794-1