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Izvorni znanstveni članak
https://doi.org/10.17535/crorr.2018.0004

A full Nesterov-Todd step primal-dual path-following interior-point algorithm for semidefinite linear complementarity problems

Mohamed Achache ; Laboratory of Fundamental and Numerical Mathematics, Sétif1 University, Sétif, Algeria
Nersine Tabchouche ; Laboratory of Fundamental and Numerical Mathematics, Sétif1 University, Sétif, Algeria

Puni tekst: engleski, pdf (346 KB) str. 37-50 preuzimanja: 258* citiraj
APA 6th Edition
Achache, M. i Tabchouche, N. (2018). A full Nesterov-Todd step primal-dual path-following interior-point algorithm for semidefinite linear complementarity problems. Croatian Operational Research Review, 9 (1), 37-50. https://doi.org/10.17535/crorr.2018.0004
MLA 8th Edition
Achache, Mohamed i Nersine Tabchouche. "A full Nesterov-Todd step primal-dual path-following interior-point algorithm for semidefinite linear complementarity problems." Croatian Operational Research Review, vol. 9, br. 1, 2018, str. 37-50. https://doi.org/10.17535/crorr.2018.0004. Citirano 27.07.2021.
Chicago 17th Edition
Achache, Mohamed i Nersine Tabchouche. "A full Nesterov-Todd step primal-dual path-following interior-point algorithm for semidefinite linear complementarity problems." Croatian Operational Research Review 9, br. 1 (2018): 37-50. https://doi.org/10.17535/crorr.2018.0004
Harvard
Achache, M., i Tabchouche, N. (2018). 'A full Nesterov-Todd step primal-dual path-following interior-point algorithm for semidefinite linear complementarity problems', Croatian Operational Research Review, 9(1), str. 37-50. https://doi.org/10.17535/crorr.2018.0004
Vancouver
Achache M, Tabchouche N. A full Nesterov-Todd step primal-dual path-following interior-point algorithm for semidefinite linear complementarity problems. Croatian Operational Research Review [Internet]. 2018 [pristupljeno 27.07.2021.];9(1):37-50. https://doi.org/10.17535/crorr.2018.0004
IEEE
M. Achache i N. Tabchouche, "A full Nesterov-Todd step primal-dual path-following interior-point algorithm for semidefinite linear complementarity problems", Croatian Operational Research Review, vol.9, br. 1, str. 37-50, 2018. [Online]. https://doi.org/10.17535/crorr.2018.0004

Sažetak
In this paper, a feasible primal-dual path-following interior-point algorithm for monotone semidefinite linear complementarity problems is proposed. At each iteration, the algorithm uses only full Nesterov-Todd feasible steps for tracing approximately the central-path and getting an approximated solution of this problem. Under a new appropriate choices of the threshold \(\tau\) which defines the size of the neighborhood of the central-path and of the update barrier parameter \(\theta\), we show that the algorithm is well-defined and enjoys the locally quadratically convergence. Moreover, we prove that the short-step algorithm deserves the best known iteration bound, namely, \(\O(\sqrt{n} log \frac{n}{\epsilon}))\). Finally, some numerical results are reported to show the practical performance of the algorithm.

Ključne riječi
Semidefinite linear complementarity; Interior-point algorithm; Short-step method; Polynomial complexity

Hrčak ID: 203892

URI
https://hrcak.srce.hr/203892

Posjeta: 459 *