A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction
In this paper, we present a full-Newton step feasible interior-point algorithm for a P∗(κ) linear complementarity problem based on a new search direction. We apply a vector-valued function generated by a univariate function on nonlinear equations of the system which defines the central path. Further...
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| Format: | Article |
| Language: | English |
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Croatian Operational Research Society
2016-12-01
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| Series: | Croatian Operational Research Review |
| Subjects: | |
| Online Access: | http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=257103&lang=en |
| _version_ | 1819292967026819072 |
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| author | Behrouz Kheirfam Masoumeh Haghighi |
| author_facet | Behrouz Kheirfam Masoumeh Haghighi |
| author_sort | Behrouz Kheirfam |
| collection | DOAJ |
| description | In this paper, we present a full-Newton step feasible interior-point algorithm for a P∗(κ) linear complementarity problem based on a new search direction. We apply a vector-valued function generated by a univariate function on nonlinear equations of the system which defines the central path. Furthermore, we derive the iteration bound for the algorithm, which coincides with the best-known iteration bound for these types of algorithms. Numerical results show that the proposed algorithm is competitive and reliable. |
| first_indexed | 2024-12-24T04:02:56Z |
| format | Article |
| id | doaj.art-25f60edd1f794693a1d695f8b2c2824c |
| institution | Directory Open Access Journal |
| issn | 1848-0225 1848-9931 |
| language | English |
| last_indexed | 2024-12-24T04:02:56Z |
| publishDate | 2016-12-01 |
| publisher | Croatian Operational Research Society |
| record_format | Article |
| series | Croatian Operational Research Review |
| spelling | doaj.art-25f60edd1f794693a1d695f8b2c2824c2022-12-21T17:16:16ZengCroatian Operational Research SocietyCroatian Operational Research Review1848-02251848-99312016-12-017227729010.17535/crorr.2016.0019A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search directionBehrouz Kheirfam0Masoumeh Haghighi1Department of Applied Mathematics, Azarbaijan Shahid Madani University, IranDepartment of Applied Mathematics, Azarbaijan Shahid Madani University, IranIn this paper, we present a full-Newton step feasible interior-point algorithm for a P∗(κ) linear complementarity problem based on a new search direction. We apply a vector-valued function generated by a univariate function on nonlinear equations of the system which defines the central path. Furthermore, we derive the iteration bound for the algorithm, which coincides with the best-known iteration bound for these types of algorithms. Numerical results show that the proposed algorithm is competitive and reliable.http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=257103&lang=eninterior-point methodsP∗(κ)-linear complementarity problemfull-Newton steppolynomial complexity |
| spellingShingle | Behrouz Kheirfam Masoumeh Haghighi A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction Croatian Operational Research Review interior-point methods P∗(κ)-linear complementarity problem full-Newton step polynomial complexity |
| title | A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction |
| title_full | A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction |
| title_fullStr | A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction |
| title_full_unstemmed | A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction |
| title_short | A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction |
| title_sort | full newton step feasible interior point algorithm for p∗ κ lcp based on a new search direction |
| topic | interior-point methods P∗(κ)-linear complementarity problem full-Newton step polynomial complexity |
| url | http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=257103&lang=en |
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