Corrector-predictor arc-search interior-point algorithm for $P_*(kappa)$-LCP acting in a wide neighborhood of the central path
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چکیده: (9082 مشاهده) |
In this paper, we propose an arc-search corrector-predictor
interior-point method for solving $P_*(kappa)$-linear
complementarity problems. The proposed algorithm searches the
optimizers along an ellipse that is an approximation of the central
path. The algorithm generates a sequence of iterates in the wide
neighborhood of central path introduced by Ai and Zhang. The
algorithm does not depend on the handicap $kappa$ of the problem,
so that it can be used for any $P_*(kappa)$-linear complementarity
problem. Based on the ellipse approximation of the central path and
the wide neighborhood, we show that the proposed algorithm has
$O((1+kappa)sqrt{n}L)$ iteration complexity, the best-known
iteration complexity obtained so far by any interior-point method
for solving $P_*(kappa)$-linear complementarity problems.
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متن کامل [PDF 653 kb]
(20144 دریافت)
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نوع مطالعه: پژوهشی |
موضوع مقاله:
Continuous Optimization دریافت: 1395/2/29 | پذیرش: 1396/2/23 | انتشار: 1396/5/13
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