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New Complexity Analysis of the Path Following Method for Linear Complementarity Problem

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Intelligent Mathematics II: Applied Mathematics and Approximation Theory

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 441))

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Abstract

In this paper, we present an interior point algorithm for solving an optimization problem using the central path method. By an equivalent reformulation of the central path, we obtain a new search direction which targets at a small neighborhood of the central path. For a full-Newton step interior-point algorithm based on this search direction, the complexity bound of the algorithm is the best known for linear complementarity problem. For its numerical tests some strategies are used and indicate that the algorithm is efficient.

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Authors and Affiliations

  1. Department of Mathematics, University of Hadj Lakhdar, Batna, Algeria

    El Amir Djeffal, Lakhdar Djeffal & Farouk Benoumelaz

Authors
  1. El Amir Djeffal
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  2. Lakhdar Djeffal
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  3. Farouk Benoumelaz
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Correspondence to El Amir Djeffal .

Editor information

Editors and Affiliations

  1. Department of Mathematical Sciences, University of Memphis, Memphis, Tennessee, USA

    George A. Anastassiou

  2. Department of Mathematics, TOBB Economics and Technology University, Ankara, Turkey

    Oktay Duman

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Djeffal, E.A., Djeffal, L., Benoumelaz, F. (2016). New Complexity Analysis of the Path Following Method for Linear Complementarity Problem. In: Anastassiou, G., Duman, O. (eds) Intelligent Mathematics II: Applied Mathematics and Approximation Theory. Advances in Intelligent Systems and Computing, vol 441. Springer, Cham. https://doi.org/10.1007/978-3-319-30322-2_6

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  • DOI: https://doi.org/10.1007/978-3-319-30322-2_6

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-30320-8

  • Online ISBN: 978-3-319-30322-2

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