A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems
In this paper we generalize an infeasible interior-point method for linear optimization to horizontal linear complementarity problem (HLCP). This algorithm starts from strictly feasible iterates on the central path of a perturbed problem that is produced by suitable perturbation in HLCP pro...
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| Format: | Article |
| Language: | English |
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University of Belgrade
2015-01-01
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| Series: | Yugoslav Journal of Operations Research |
| Subjects: | |
| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2015/0354-02431300034A.pdf |
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| author | Asadi S. Mansouri H. |
| author_facet | Asadi S. Mansouri H. |
| author_sort | Asadi S. |
| collection | DOAJ |
| description | In this paper we generalize an infeasible interior-point method for linear
optimization to horizontal linear complementarity problem (HLCP). This
algorithm starts from strictly feasible iterates on the central path of a
perturbed problem that is produced by suitable perturbation in HLCP problem.
Then, we use so-called feasibility steps that serves to generate strictly
feasible iterates for the next perturbed problem. After accomplishing a few
centering steps for the new perturbed problem, we obtain strictly feasible
iterates close enough to the central path of the new perturbed problem. The
complexity of the algorithm coincides with the best known iteration
complexity for infeasible interior-point methods. |
| first_indexed | 2024-12-12T00:28:57Z |
| format | Article |
| id | doaj.art-da5f5a64d846404a8127229c11652f2f |
| institution | Directory Open Access Journal |
| issn | 0354-0243 2334-6043 |
| language | English |
| last_indexed | 2024-12-12T00:28:57Z |
| publishDate | 2015-01-01 |
| publisher | University of Belgrade |
| record_format | Article |
| series | Yugoslav Journal of Operations Research |
| spelling | doaj.art-da5f5a64d846404a8127229c11652f2f2022-12-22T00:44:32ZengUniversity of BelgradeYugoslav Journal of Operations Research0354-02432334-60432015-01-01251577210.2298/YJOR130515034A0354-02431300034AA Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problemsAsadi S.0Mansouri H.1Shahrekord University, Faculty of Mathematical Sciences, Department of Applied Mathematics, Shahrekord, IranShahrekord University, Faculty of Mathematical Sciences, Department of Applied Mathematics, Shahrekord, IranIn this paper we generalize an infeasible interior-point method for linear optimization to horizontal linear complementarity problem (HLCP). This algorithm starts from strictly feasible iterates on the central path of a perturbed problem that is produced by suitable perturbation in HLCP problem. Then, we use so-called feasibility steps that serves to generate strictly feasible iterates for the next perturbed problem. After accomplishing a few centering steps for the new perturbed problem, we obtain strictly feasible iterates close enough to the central path of the new perturbed problem. The complexity of the algorithm coincides with the best known iteration complexity for infeasible interior-point methods.http://www.doiserbia.nb.rs/img/doi/0354-0243/2015/0354-02431300034A.pdfhorizontal linear complementarity problem (HLCP)infeasible-interior point methodcentral path |
| spellingShingle | Asadi S. Mansouri H. A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems Yugoslav Journal of Operations Research horizontal linear complementarity problem (HLCP) infeasible-interior point method central path |
| title | A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems |
| title_full | A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems |
| title_fullStr | A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems |
| title_full_unstemmed | A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems |
| title_short | A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems |
| title_sort | full newton step infeasible interior point algorithm for p k horizontal linear complementarity problems |
| topic | horizontal linear complementarity problem (HLCP) infeasible-interior point method central path |
| url | http://www.doiserbia.nb.rs/img/doi/0354-0243/2015/0354-02431300034A.pdf |
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