:: Volume 6, Issue 2 (9-2015) ::
IJOR 2015, 6(2): 1-18 Back to browse issues page
Corrector-predictor arc-search interior-point algorithm for $P_*(kappa)$-LCP acting in a wide neighborhood of the central path
Behrouz Kheirfam Dr.
Ph.D. Azarbaijan Shahid Madani University , b.kheirfam@azaruniv.edu
Abstract:   (1356 Views)

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.

Keywords: Linear complementarity problem, interior-point method, corrector-predictor algorithm, arc search, polynomial complexity.
Full-Text [PDF 653 kb]   (384 Downloads)    
Type of Study: Original | Subject: Continuous Optimization
Received: 2016/05/18 | Accepted: 2017/05/13 | Published: 2017/08/4

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Volume 6, Issue 2 (9-2015) Back to browse issues page