A new interior-point algorithm for P∗(k)-NCP based on a class of parametric kernel functions

In this paper, we propose a long step interior point algorithm for solving the P∗(k)-nonlinear complementarity problem (NCP) based on a new class of parametric kernel functions. A simple analysis shows that if a strictly feasible starting point is available and the problem satisfies certain conditio...

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Bibliographic Details
Published inOperations research letters Vol. 44; no. 4; pp. 463 - 468
Main Author Li, Xin
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.07.2016
Subjects
Interior point methods
Iteration complexity
Kernel function
Nonlinear complementarity problem
Iteration complexity
Kernel function
Interior point methods
Nonlinear complementarity problem
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ISSN0167-6377
1872-7468
DOI10.1016/j.orl.2016.04.009

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Summary:In this paper, we propose a long step interior point algorithm for solving the P∗(k)-nonlinear complementarity problem (NCP) based on a new class of parametric kernel functions. A simple analysis shows that if a strictly feasible starting point is available and the problem satisfies certain conditions, then the proposed algorithm has O((1+2k)nlognlog(nμ0/ε)) iteration complexity. This result coincides with the current best-known iteration bounds for such methods.
ISSN:0167-6377
1872-7468
DOI:10.1016/j.orl.2016.04.009