A kernel function based Interior-Point Methods for solving P *(κ)-linear complementarity problem

2010 ◽  
Vol 26 (9) ◽  
pp. 1761-1778 ◽  
Author(s):  
M. Reza Peyghami ◽  
Keyvan Amini
Keyword(s):  
Kernel Function ◽  
Linear Complementarity Problem ◽  
Interior Point ◽  
Complementarity Problem ◽  
Interior Point Methods ◽  
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.

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