On complexity of a new Mehrotra-type interior point algorithm for P∗(κ) $P_{*}(\kappa )$ linear complementarity problems
Abstract In this paper, a variant of Mehrotra-type predictor–corrector algorithm is proposed for P∗(κ) $P_{*}(\kappa )$ linear complementarity problems. In this algorithm, a safeguard step is used to avoid small step sizes and a new corrector direction is adopted. The algorithm has polynomial iterat...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2019-01-01
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Series: | Journal of Inequalities and Applications |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1186/s13660-019-1954-5 |