A full-Newton step feasible interior-point algorithm for P∗κ-LCP based on a new search directionReportar como inadecuado




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Croatian Operational Research Review, Vol.7 No.2 December 2016. -

In this paper, we present a full-Newton step feasible interior-point algorithm for a P∗κ linear complementarity problem based on a new search direction. We apply a vector-valued function generated by a univariate function on nonlinear equations of the system which defines the central path. Furthermore, we derive the iteration bound for the algorithm, which coincides with the best-known iteration bound for these types of algorithms. Numerical results show that the proposed algorithm is competitive and reliable.

interior-point methods; P∗κ-linear complementarity problem; full-Newton step; polynomial complexity



Autor: Behrouz Kheirfam - ; Department of Applied Mathematics, Azarbaijan Shahid Madani University, Iran Masoumeh Haghighi - ; Departmen

Fuente: http://hrcak.srce.hr/



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