A wide neighborhood interior-point algorithm with arc-search for P⁎(κ) linear complementarity problem

We propose a wide neighborhood interior-point algorithm with arc-search for P⁎(κ) linear complementarity problem (LCP). Along the ellipsoidal approximation of the central path, the algorithm searches optimizers in every iteration. Assuming a strictly starting point is available, we show that the alg...

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Bibliographic Details
Published inApplied numerical mathematics Vol. 136; pp. 293 - 304
Main Authors Yuan, Beibei, Zhang, Mingwang, Huang, Zhengwei
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.02.2019
Subjects
[formula omitted] linear complementarity problem
Arc-search
Interior-point algorithm
Polynomial complexity
Polynomial complexity
Interior-point algorithm
P⁎(κ) linear complementarity problem
Arc-search
Online AccessGet full text
ISSN0168-9274
1873-5460
DOI10.1016/j.apnum.2018.11.001

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Summary:We propose a wide neighborhood interior-point algorithm with arc-search for P⁎(κ) linear complementarity problem (LCP). Along the ellipsoidal approximation of the central path, the algorithm searches optimizers in every iteration. Assuming a strictly starting point is available, we show that the algorithm has O((1+2κ)(1+18κ)2nlog⁡(x0)Ts0ε) iteration complexity. It matches the currently best known iteration bound for P⁎(κ) LCP. Some preliminary numerical results show that the proposed algorithm is efficient and reliable.
ISSN:0168-9274
1873-5460
DOI:10.1016/j.apnum.2018.11.001