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A Class of Path-Following Interior-Point Methods for P_(∗)(κ)-Horizontal Linear Complementarity Problems

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摘要 In this paper,a class of polynomial interior-point algorithms for P_(∗)(κ)-horizontal linear complementarity problems based on a newparametric kernel function is presented.The new parametric kernel function is used both for determining the search directions and for measuring the distance between the given iterate and theμ-center of the problem.We derive the complexity analysis for the algorithm,both with large and small updates.
出处 《Journal of the Operations Research Society of China》 EI CSCD 2015年第1期17-30,共14页 中国运筹学会会刊(英文)
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