An interior-point algorithm for P_{\ast}(\kappa)-linear complementarity problem based on a new trigonometric kernel function
محل انتشار: مجله مدلسازی ریاضی، دوره: 5، شماره: 2
سال انتشار: 1396
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 40
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شناسه ملی سند علمی:
JR_JMMO-5-2_006
تاریخ نمایه سازی: 19 خرداد 1403
چکیده مقاله:
In this paper, an interior-point algorithm for P_{\ast}(\kappa)-Linear Complementarity Problem (LCP) based on a new parametric trigonometric kernel function is proposed. By applying strictly feasible starting point condition and using some simple analysis tools, we prove that our algorithm has O((۱+۲\kappa)\sqrt{n} \log n\log\frac{n}{\epsilon}) iteration bound for large-update methods, which coincides with the best known complexity bound. Moreover, numerical results confirm that our new proposed kernel function is doing well in practice in comparison with some existing kernel functions in the literature.
کلیدواژه ها:
kernel function ، linear complementarity problem ، primal-dual interior point methods ، large-update methods
نویسندگان
Sajad Fathi-Hafshejani
Department of Mathematics, Shiraz University of Technology, Shiraz, Iran
Hossein Mansouri
Department of Applied Mathematics, Shahrekord University, Shahrekord, Iran
Mohammad Reza Peyghami
Faculty of Mathematics, K.N. Toosi Univ. of Tech., Tehran, Iran