Interior-point methods for P∗(κ)-linear complementarity problem based on generalized trigonometric barrier function
Journal article, Peer reviewed
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http://hdl.handle.net/11250/2492677Utgivelsesdato
2017Metadata
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Originalversjon
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.v30i1.2Sammendrag
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.