A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction

  • Behrouz Kheirfam Azarbaijan Shahid Madani University
  • Masoumeh Haghighi Department of Applied Mathematics, Azarbaijan Shahid Madani University

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.

 

Author Biography

Behrouz Kheirfam, Azarbaijan Shahid Madani University
Department of Applied Mathematics, Azarbaijan Shahid Madani University
Published
2016-12-30
Section
CRORR Journal Regular Issue