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Primal-Dual Algorithms for P(κ) Linear Complementarity Problems Based on Kernel-Function with Trigonometric Barrier Term

  • Mohamed El GhamiEmail author
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 31)

Abstract

Recently, El Ghami et al. [Journal of Computational and Applied Mathematics, May, 2011, doi:10.1016/j.cam.2011.05.036.] investigated a new kernel function which differs from the self-regular kernel functions. The kernel function has a trigonometric Barrier Term. In this paper we generalize the analysis presented in the above paper for P (κ) Linear Complementarity Problems (LCPs). It is shown that the interior-point methods based on this function for large-update methods, the iteration bound is improved significantly. For small-update interior point methods the iteration bound is the best currently known bound for primal-dual interior point methods. The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.

Key words

Interior-point Kernel function Primal-dual method Large update, Small update Linear complementarity problem 

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.Høgskolen i NesnaNesnaNorway

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