1. Kernel-Based Full-Newton Step Feasible Interior-Point Algorithm for P∗(κ)-Weighted Linear Complementarity Problem.
- Author
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Chi, Xiaoni, Wang, Guoqiang, and Lesaja, Goran
- Subjects
- *
LINEAR complementarity problem , *INTERIOR-point methods , *ALGORITHMS , *KERNEL functions - Abstract
In this paper, we consider a kernel-based full-Newton step feasible interior-point method (IPM) for P ∗ (κ) -Weighted Linear Complementarity Problem (WLCP). The specific eligible kernel function is used to define an equivalent form of the central path, the proximity measure, and to obtain search directions. Full-Newton steps are adopted to avoid the line search at each iteration. It is shown that with appropriate choices of the parameters, and a certain condition on the starting point, the iterations always lie in the defined neighborhood of the central path. Assuming strict feasibility of P ∗ (κ) -WLCP, it is shown that the IPM converges to the ε -approximate solution of P ∗ (κ) -WLCP in a polynomial number of iterations. Few numerical results are provided to indicate the computational performance of the algorithm. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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