Continuous Optimization

A Class of Path-Following Interior-Point Methods for P∗(κ)-Horizontal Linear Complementarity Problems

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Online published: 2015-03-30

Abstract

In this paper, a class of polynomial interior-point algorithms for P∗ (κ)-horizontal linear complementarity problems based on a newparametric kernel function is presented. The new parametric kernel function is used both for determining the search directions and for measuring the distance between the given iterate and the μ-center of the problem. We derive the complexity analysis for the algorithm, both with large and small updates.

Cite this article

Soodabeh Asadi · Hossein Mansouri ·Maryam Zangiabadi . A Class of Path-Following Interior-Point Methods for P∗(κ)-Horizontal Linear Complementarity Problems[J]. Journal of the Operations Research Society of China, 2015 , 3(1) : 17 . DOI: 10.1007/s40305-015-0070-6

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