A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems
MetadataShow full item record
In this paper, a full-Newton step feasible interior-point algorithm is proposed for solving P*(κ) -linear complementarity problems. We prove that the full-Newton step to the central path is local quadratically convergent and the proposed algorithm has polynomial iteration complexity, namely, O ((1+4κ) √nlogn/ε), which matches the currently best known iteration bound for P*(κ)-linear complementarity problems. Some preliminary numerical results are provided to demonstrate the computational performance of the proposed algorithm.
Showing items related by title, author, creator and subject.
Vimonsatit, Vanissorn; Tin-Loi, F. (2011)A very significant problem in an analysis of engineering structures is when displacements become exceedingly large. After deformation, and in addition to the well known geometric effects, a structure may remain elastic ...
Kong, L.; Sun, Jie; Xiu, N. (2008)This paper extends the regularized smoothing Newton method in vector complementarity problems to symmetric cone complementarity problems (SCCP), which includes the nonlinear complementarity problem, the second-order cone ...
Huo, Jia Q. (1999)Adaptive filters have found applications in many signal processing problems. In some situations, linear constraints are imposed on the filter weights such that the filter is forced to exhibit a certain desired response. ...