| A FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR P＊（κ） LINEAR COMPLEMENTARITY PROBLEM |
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| 作者姓名： | ZHU Danhua ZHANG Mingwang |
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| 作者单位： | College of Science,China Three Gorges University,Yichang443002,China |
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| 基金项目： | supported by the Natural Science Foundation of Hubei Province under Grant No.2008CDZ047 |
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| 摘 要： | This paper proposes a new infeasible interior-point algorithm with full-Newton steps for P＊（κ） linear complementarity problem（LCP）,which is an extension of the work by Roos（SIAM J.Optim.,2006,16（4）：1110-1136）.The main iteration consists of a feasibility step and several centrality steps.The authors introduce a specific kernel function instead of the classic logarithmical barrier function to induce the feasibility step,so the analysis of the feasibility step is different from that of Roos＇ s.This kernel function has a finite value on the boundary.The result of iteration complexity coincides with the currently known best one for infeasible interior-point methods for P＊（κ） LCP.Some numerical results are reported as well.
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| 关 键 词： | 不可行内点算法 线性互补问题 牛顿 迭代复杂性 内核函数 Optim 屏障功能 内点方法 |
A full-Newton step infeasible interior-point algorithm for P
*(κ) linear complementarity problem |
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| ZHU Danhua ZHANG Mingwang.A full-Newton step infeasible interior-point algorithm for P
*(κ) linear complementarity problem[J].Journal of Systems Science and Complexity,2014,27(5):1027-1044. |
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| Authors: | Danhua Zhu Mingwang Zhang |
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| Institution: | 1. College of Science, China Three Gorges University, Yichang, 443002, China
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| Abstract: | This paper proposes a new infeasible interior-point algorithm with full-Newton steps for P *(κ) linear complementarity problem (LCP), which is an extension of the work by Roos (SIAM J. Optim., 2006, 16(4): 1110–1136). The main iteration consists of a feasibility step and several centrality steps. The authors introduce a specific kernel function instead of the classic logarithmical barrier function to induce the feasibility step, so the analysis of the feasibility step is different from that of Roos’s. This kernel function has a finite value on the boundary. The result of iteration complexity coincides with the currently known best one for infeasible interior-point methods for P *(κ) LCP. Some numerical results are reported as well. |
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| Keywords: | Full-Newton steps infeasible interior-point method P＊（κ） linear complementarity problems polynomial complexity |
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