A New Search Direction for Full-Newton Step Interior-Point Method in P*(κ)-HLCP. (27th July 2019)

• Record Type: Journal Article
• Authors: Kheirfam, B.
• Is Part Of: Numerical functional analysis and optimization. Volume 40:Number 10(2019)
• Page Start: 1169
• Page End: 1181
• Publication Date: 2019-07-27
• Subjects: Full-Newton step -- Horizontal linear complementarity problem -- Interior-point methods -- Polynomial complexity; Functional analysis -- Periodicals; Numerical analysis -- Periodicals; Mathematical optimization -- Periodicals; Numerical Analysis, Computer-Assisted; 515.705
• DOI: 10.1080/01630563.2019.1598430
• Languages: English
• ISSNs: 0163-0563

Abstract

Abstract: In this article, a full-Newton step feasible interior-point algorithm for P * ( κ ) -horizontal linear complementarity problems is proposed that uses a new method for identifying search directions. The method is based on a simple equivalent form of the centering equations of the system which defines the central path. The theoretical complexity of the new algorithm is derived which coincides with the best-known iteration bound for P * ( κ ) -horizontal linear complementarity problems.