A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems
| dc.contributor.author | Wang, G. | |
| dc.contributor.author | Yu, Changjun | |
| dc.contributor.author | Teo, Kok Lay | |
| dc.date.accessioned | 2017-01-30T10:49:43Z | |
| dc.date.available | 2017-01-30T10:49:43Z | |
| dc.date.created | 2013-11-11T20:00:32Z | |
| dc.date.issued | 2013 | |
| dc.identifier.citation | Wang, G.Q. and Yu, C.J. and Teo, K.L. 2013. A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems. Journal of Global Optimization. 59 (1): pp. 81-99. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/5978 | |
| dc.identifier.doi | 10.1007/s10898-013-0090-x | |
| dc.description.abstract |
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. | |
| dc.publisher | Springer | |
| dc.subject | polynomial complexity | |
| dc.subject | P*(κ)-matrix | |
| dc.subject | interior-point methods | |
| dc.subject | linear complementarity problems | |
| dc.title | A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems | |
| dc.type | Journal Article | |
| dcterms.source.volume | 2013 | |
| dcterms.source.issn | 09255001 | |
| dcterms.source.title | Journal of Global Optimization | |
| curtin.department | ||
| curtin.accessStatus | Fulltext not available |