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New Mehrotra's second order predictor-corrector algorithm for P*(κ)linear complementarity problems |
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| Authors: | Mingwang Zhang Yanli Lü |
| Abstract: | It has been shown in various papers that most interior-point algorithms for linear optimization and their analysis can be generalized to P*(κ)linear complementarity problems.This paper presents an extension of the recent variant of Mehrotra's second order algorithm for linear optimijation.It is shown that the iteration-complexity bound of the algorithm is O((4k+3)√14k+5nlog(x0)Ts0/ε),which is similar to that of the corresponding algorithm for linear optimization. |
| Keywords: | linear complementarity problem P*(κ)-matrix Meh-rotra-type predictor-corrector algorithm polynomial complexity |
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