A Full-Newton Step Infeasible-Interior-Point Algorithm for $P * (\kappa)$-Horizontal Linear Complementarity Problems
Yugoslav journal of operations research, Tome 25 (2015) no. 1, p. 57
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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.
Keywords: Horizontal Linear Complementarity Problem (HLCP),
Classification :
90C33, 90C51
Keywords: Horizontal Linear Complementarity Problem (HLCP), Infeasible-interior-point Method, Central Path.
Keywords: Horizontal Linear Complementarity Problem (HLCP), Infeasible-interior-point Method, Central Path.
@article{YJOR_2015_25_1_a2,
author = {Soodabeh Asadi and Hossein Mansouri},
title = {A {Full-Newton} {Step} {Infeasible-Interior-Point} {Algorithm} for $P * (\kappa)${-Horizontal} {Linear} {Complementarity} {Problems}},
journal = {Yugoslav journal of operations research},
pages = {57 },
year = {2015},
volume = {25},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_2015_25_1_a2/}
}
TY - JOUR AU - Soodabeh Asadi AU - Hossein Mansouri TI - A Full-Newton Step Infeasible-Interior-Point Algorithm for $P * (\kappa)$-Horizontal Linear Complementarity Problems JO - Yugoslav journal of operations research PY - 2015 SP - 57 VL - 25 IS - 1 UR - http://geodesic.mathdoc.fr/item/YJOR_2015_25_1_a2/ LA - en ID - YJOR_2015_25_1_a2 ER -
%0 Journal Article %A Soodabeh Asadi %A Hossein Mansouri %T A Full-Newton Step Infeasible-Interior-Point Algorithm for $P * (\kappa)$-Horizontal Linear Complementarity Problems %J Yugoslav journal of operations research %D 2015 %P 57 %V 25 %N 1 %U http://geodesic.mathdoc.fr/item/YJOR_2015_25_1_a2/ %G en %F YJOR_2015_25_1_a2
Soodabeh Asadi; Hossein Mansouri. A Full-Newton Step Infeasible-Interior-Point Algorithm for $P * (\kappa)$-Horizontal Linear Complementarity Problems. Yugoslav journal of operations research, Tome 25 (2015) no. 1, p. 57 . http://geodesic.mathdoc.fr/item/YJOR_2015_25_1_a2/