Kernel-function Based Primal-Dual Algorithms for P*(κ) Linear Complementarity Problems
Department of Informatics, University of Bergen, Post Box 7803, 5020 Bergen, Norway; firstname.lastname@example.org ; Trond.Steihaug@ii.uib.no
Accepted: 15 April 2010
Recently, [Y.Q. Bai, M. El Ghami and C. Roos, SIAM J. Opt. 15 (2004) 101–128] investigated a new class of kernel functions which differs from the class of self-regular kernel functions. The class is defined by some simple conditions on the growth and the barrier behavior of the kernel function. In this paper we generalize the analysis presented in the above paper for P*(κ) Linear Complementarity Problems (LCPs). The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.
Mathematics Subject Classification: 65K05 / 90C33
Key words: Interior-point / central paths / Kernel functions / primal-dual method / large update / small update / linear complementarity problem
© EDP Sciences, ROADEF, SMAI, 2010