An interior point approach for linear complementarity problem using new parametrized kernel function. (9th December 2022)

• Record Type: Journal Article
• Authors: Benhadid, Ayache; Saoudi, Khaled; Merahi, Fateh
• Is Part Of: Optimization. Volume 71:Number 15(2022)
• Page Start: 4403
• Page End: 4422
• Publication Date: 2022-12-09
• Subjects: Linear optimization -- kernel function -- interior-point methods -- complexity bound; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2021.1945051
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract : In this paper, we propose a primal–dual interior point method for Linear Complementarity Problem (LCP) based on a new parameterized kernel function. The investigation according to it yields the best-known iteration bound O ( n log ⁡ ( n ) log ⁡ ( n ϵ ) ) for large-update algorithm and thus improves the iteration bound obtained in Bai et al. (SIAM J Optim. 2004;15:101–128) for large-update algorithm. Finally, we present few numerical results to demonstrate the efficiency of the proposed algorithm.