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Izvorni znanstveni članak
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

Puni tekst: engleski, pdf (125 KB) str. 277-290 preuzimanja: 292* citiraj
APA 6th Edition
Kheirfam, B. i Haghighi, M. (2016). A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction. Croatian Operational Research Review, 7 (2), 277-290. https://doi.org/10.17535/crorr.2016.0019
MLA 8th Edition
Kheirfam, Behrouz i Masoumeh Haghighi. "A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction." Croatian Operational Research Review, vol. 7, br. 2, 2016, str. 277-290. https://doi.org/10.17535/crorr.2016.0019. Citirano 20.09.2020.
Chicago 17th Edition
Kheirfam, Behrouz i Masoumeh Haghighi. "A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction." Croatian Operational Research Review 7, br. 2 (2016): 277-290. https://doi.org/10.17535/crorr.2016.0019
Harvard
Kheirfam, B., i Haghighi, M. (2016). 'A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction', Croatian Operational Research Review, 7(2), str. 277-290. https://doi.org/10.17535/crorr.2016.0019
Vancouver
Kheirfam B, Haghighi M. A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction. Croatian Operational Research Review [Internet]. 2016 [pristupljeno 20.09.2020.];7(2):277-290. https://doi.org/10.17535/crorr.2016.0019
IEEE
B. Kheirfam i M. Haghighi, "A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction", Croatian Operational Research Review, vol.7, br. 2, str. 277-290, 2016. [Online]. https://doi.org/10.17535/crorr.2016.0019

Sažetak
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.

Ključne riječi
interior-point methods; P∗(κ)-linear complementarity problem; full-Newton step; polynomial complexity

Hrčak ID: 174207

URI
https://hrcak.srce.hr/174207

Posjeta: 477 *