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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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