New Complexity Analysis of the Path Following Method for Linear Complementarity Problem

2016 ◽  
pp. 87-104
Author(s):  
El Amir Djeffal ◽  
Lakhdar Djeffal ◽  
Farouk Benoumelaz
Keyword(s):  
Linear Complementarity Problem ◽  
Complementarity Problem ◽  
Complexity Analysis ◽  
Path Following ◽  
Linear Complementarity

A modified infeasible interior-point algorithm for P*(κ)-HLCP over symmetric cones

2016 ◽  
Vol 09 (02) ◽  
pp. 1650039
Author(s):  
Mohammad Pirhaji ◽  
Hossein Mansouri ◽  
Maryam Zangiabadi
Keyword(s):  
Linear Complementarity Problem ◽  
Interior Point ◽  
Complementarity Problem ◽  
Interior Point Methods ◽  
Complexity Analysis ◽  
Linear Complementarity ◽  
Symmetric Cones ◽  
Interior Point Algorithm ◽  
Horizontal Linear Complementarity Problem ◽  
Iteration Bound

An improved version of infeasible interior-point algorithm for [Formula: see text] horizontal linear complementarity problem over symmetric cones is presented. In the earlier version (optimization, doi: 10.1080/02331934.2015.1062011) each iteration of the algorithm consisted of one so-called feasibility step and some centering steps. The main advantage of the modified version is that it uses only one feasibility step in each iteration and the centering steps not to be required. Furthermore, giving a complexity analysis of the algorithm, we derive the currently best-known iteration bound for infeasible interior-point methods.

Sign in / Sign up

Export Citation Format

Share Document