A full Nesterov-Todd step primal-dual path-following interior-point algorithm for semidenite linear complementarity problems
| Autor: | Mohamed Achache, Nersine Tabchouch |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2018 |
| Předmět: | |
| Zdroj: | Croatian Operational Research Review, Vol 9, Iss 1, Pp 37-50 (2018) |
| Druh dokumentu: | article |
| ISSN: | 1848-0225 1848-9931 |
| DOI: | 10.17535/crorr.2018.0004 |
| Popis: | In this paper, a feasible primal-dual path-following interior-point algorithm for monotone semidefinite linear complementarity problems is proposed. At each iteration, the algorithm uses only full Nesterov-Todd feasible steps for tracing approximately the central-path and getting an approximated solution of this problem. Under a new appropriate choices of the threshold \(\tau\) which defines the size of the neighborhood of the central-path and of the update barrier parameter \(\theta\), we show that the algorithm is well-defined and enjoys the locally quadratically convergence. Moreover, we prove that the short-step algorithm deserves the best known iteration bound, namely, \(\O(\sqrt{n} log \frac{n}{\epsilon}))\). Finally, some numerical results are reported to show the practical performance of the algorithm |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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