Issue |
RAIRO-Oper. Res.
Volume 50, Number 1, January-March 2016
|
|
---|---|---|
Page(s) | 131 - 143 | |
DOI | https://doi.org/10.1051/ro/2015020 | |
Published online | 12 January 2016 |
Complexity analysis of a weighted-full-Newton step interior-point algorithm for P∗(κ)-LCP
Laboratoire de Mathématiques Fondamentales et Numériques. Université Ferhat
Abbas, Sétif 1, 19000 Sétif, Algérie.
achachem@yahoo.fr
Received:
11
December
2014
Accepted:
10
June
2015
In this paper, a weighted-path-following interior point algorithm for P∗(κ)-linear complementarity problems (P∗(κ)-LCP) is presented. The algorithm uses at each weighted interior point iteration only feasible full-Newton steps and the strategy of the central-path for getting a solution for P∗(κ)-LCP. We prove that the proposed algorithm has quadratically convergent with polynomial time. The complexity bound, namely, of the algorithm is obtained. Few numerical tests are reported to show the efficiency of the algorithm.
Mathematics Subject Classification: 90C33 / 90C51 / 11Y16
Key words: Linear complementarity problems / P∗(κ)-matrix / weighted-path-following / interior-point methods / polynomial complexity
© EDP Sciences, ROADEF, SMAI 2016
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.