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Fathi-Hafshejani, Sajad, Mansouri, Hossein, Peyghami, Mohammad Reza. (1396). An interior-point algorithm for $P_{\ast}(\kappa)$-linear complementarity problem based on a new trigonometric kernel function. فیزیولوژی و بیوتکنولوژی آبزیان, 5(2), 171-197. doi: 10.22124/jmm.2017.2537
Sajad Fathi-Hafshejani; Hossein Mansouri; Mohammad Reza Peyghami. "An interior-point algorithm for $P_{\ast}(\kappa)$-linear complementarity problem based on a new trigonometric kernel function". فیزیولوژی و بیوتکنولوژی آبزیان, 5, 2, 1396, 171-197. doi: 10.22124/jmm.2017.2537
Fathi-Hafshejani, Sajad, Mansouri, Hossein, Peyghami, Mohammad Reza. (1396). 'An interior-point algorithm for $P_{\ast}(\kappa)$-linear complementarity problem based on a new trigonometric kernel function', فیزیولوژی و بیوتکنولوژی آبزیان, 5(2), pp. 171-197. doi: 10.22124/jmm.2017.2537
Fathi-Hafshejani, Sajad, Mansouri, Hossein, Peyghami, Mohammad Reza. An interior-point algorithm for $P_{\ast}(\kappa)$-linear complementarity problem based on a new trigonometric kernel function. فیزیولوژی و بیوتکنولوژی آبزیان, 1396; 5(2): 171-197. doi: 10.22124/jmm.2017.2537

An interior-point algorithm for $P_{\ast}(\kappa)$-linear complementarity problem based on a new trigonometric kernel function

Journal of Mathematical Modeling
مقاله 6، دوره 5، شماره 2، اسفند 2017، صفحه 171-197    اصل مقاله (348.55 K)
نوع مقاله: Research Article
شناسه دیجیتال (DOI): 10.22124/jmm.2017.2537
نویسندگان
Sajad Fathi-Hafshejani* 1؛ Hossein Mansouri2؛ Mohammad Reza Peyghami* 3
1Department of Mathematics, Shiraz University of Technology, Shiraz, Iran
2Department of Applied Mathematics, Shahrekord University, Shahrekord, Iran
3Faculty of Mathematics, K.N. Toosi Univ. of Tech., Tehran, Iran
چکیده
In this paper, an interior-point algorithm  for $P_{\ast}(\kappa)$-Linear Complementarity Problem (LCP) based on a new parametric trigonometric kernel function is proposed. By applying strictly feasible starting point condition and using some simple analysis tools, we prove that our algorithm has $O((1+2\kappa)\sqrt{n} \log n\log\frac{n}{\epsilon})$ iteration bound for large-update methods, which coincides with the best known complexity bound. Moreover, numerical results confirm that our new proposed kernel function is doing well in practice in comparison with some existing kernel functions in the literature.
کلیدواژه‌ها
kernel function؛ linear complementarity problem؛ primal-dual interior point methods؛ large-update methods
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