A Mehrotra Type Predictor-Corrector Interior-Point Method for P∗(κ)-HLCP. (10th October 2022)

• Record Type: Journal Article
• Authors: Hazzam, Nadia; Kebbiche, Zakia
• Is Part Of: Numerical functional analysis and optimization. Volume 43:Number 14(2022)
• Page Start: 1647
• Page End: 1659
• Publication Date: 2022-10-10
• Subjects: 90C33 -- 90C51; Complexity bound -- horizontal linear complementarity problem -- interior-point method -- Mehrotra algorithm -- P∗(κ)-matrix -- predictor-corrector algorithm; Functional analysis -- Periodicals; Numerical analysis -- Periodicals; Mathematical optimization -- Periodicals; Numerical Analysis, Computer-Assisted; 515.705
• DOI: 10.1080/01630563.2022.2123818
• Languages: English
• ISSNs: 0163-0563

Abstract

Abstract: In this article, a new variant of Mehrotra type-predictor-corrector algorithm is proposed for P ∗ ( κ ) -horizontal linear complementarity problem. We demonstrate the theoretical efficiency of this algorithm by showing its polynomial complexity. The iteration bound is given by O ( n A ( 1 + 4 κ ) ( 2 + 4 κ ) Γ log ⁡ 1 ϵ ) . We test the practical efficiency and the validity of our algorithm by running some computational tests.