P_＊(κ)线性互补问题基于一类新核函数的大步校正内点算法(英文)

A Large-update Interior-point Algorithm for P_*(κ) LCPs Based on a New Class of Kernel Functions

本文采用一簇新的核函数设计原始-对偶内点算法用于解决P*(κ)线性互补问题.通过利用一些优良、简洁的分析工具,证明该算法具有O(q(2κ+1)n1/p(logn)1+1/qlog(n/ε))迭代复杂性.

In this paper,motivated by the complexity results for LO based on kernel functions,we extend a generic primal-dual interior-point algorithm based on a new class of kernel functions to solve P＊（κ） LCPs.By using some elegant and simple tools,under the interior-point condition,we show that the large update primal-dual interior-point methods for solving P＊（κ） LCPs enjoys O（q（2κ＋1）n1/p（log n）1＋1/qlog nε-1） iteration bound.