Complexity of Interior Point Methods for a Class of Linear Complementarity Problems Using a Kernel Function with Trigonometric Growth Term.

Autor:	Fathi-Hafshejani, Sajad, Fakharzadeh Jahromi, Alireza, Peyghami, Mohammad Reza, Chen, Shengyuan
Předmět:	KERNEL functions TRIGONOMETRY ITERATIVE methods (Mathematics) FINITE element method GAME theory MATRICES (Mathematics)
Zdroj:	Journal of Optimization Theory & Applications; Sep2018, Vol. 178 Issue 3, p935-949, 15p
Abstrakt:	In this paper, we propose a large-update primal-dual interior point method for solving a class of linear complementarity problems based on a new kernel function. The main aspects distinguishing our proposed kernel function from the others are as follows: Firstly, it incorporates a specific trigonometric function in its growth term, and secondly, the corresponding barrier term takes finite values at the boundary of the feasible region. We show that, by resorting to relatively simple techniques, the primal-dual interior point methods designed for a specific class of linear complementarity problems enjoy the so-called best-known iteration complexity for the large-update methods. [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
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