Volume 50, Number 1, January-March 2016
|Page(s)||131 - 143|
|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.
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
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