Original scientific paper
https://doi.org/10.17535/crorr.2016.0019
A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction
Behrouz Kheirfam
; Department of Applied Mathematics, Azarbaijan Shahid Madani University, Iran
Masoumeh Haghighi
; Department of Applied Mathematics, Azarbaijan Shahid Madani University, Iran
Abstract
In this paper, we present a full-Newton step feasible interior-point algorithm for a P∗(κ) linear complementarity problem based on a new search direction. We apply a vector-valued function generated by a univariate function on nonlinear equations of the system which defines the central path. Furthermore, we derive the iteration bound for the algorithm, which coincides with the best-known iteration bound for these types of algorithms. Numerical results show that the proposed algorithm is competitive and reliable.
Keywords
interior-point methods; P∗(κ)-linear complementarity problem; full-Newton step; polynomial complexity
Hrčak ID:
174207
URI
Publication date:
30.12.2016.
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