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Interior-point methods for P∗(κ)-linear complementarity problem based on generalized trigonometric barrier function

El Ghami, Mohamed; Wang, G.Q.
Journal article, Peer reviewed
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URI
http://hdl.handle.net/11250/2492677
Date
2017
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  • Artikler, rapporter og annet (FLU) [536]
  • Publikasjoner fra Cristin - Nord universitet [1562]
Original version
El Ghami, M. & Wang, G. Q. (2017). Interior-point methods for P∗(κ)-linear complementarity problem based on generalized trigonometric barrier function. International Journal of Applied Mathematics, 30(1), 11-33. doi:   10.12732/ijam.v30i1.2
Abstract
Recently, M.~Bouafoa, et al. investigated a new kernel function which differs from the self-regular kernel functions. The kernel function has a trigonometric Barrier Term. In this paper we generalize the analysis presented in the above paper for $P_{*}(\kappa)$ Linear Complementarity Problems (LCPs). It is shown that the iteration bound for primal-dual large-update and small-update interior-point methods based on this function is as good as the currently best known iteration bounds for these type methods. The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.
Publisher
Academic Publications
Journal
International Journal of Applied Mathematics
Copyright
© 2017, Academic Publications

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