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A full-Newton step interior-point algorithm for the special weighted linear complementarity problem based on positive-asymptotic kernel function
Optimization and Engineering ( IF 2.1 ) Pub Date : 2023-12-14 , DOI: 10.1007/s11081-023-09873-1
Mingwang Zhang , Dechun Zhu , Jiawei Zhong

The primal-dual interior-point method is widely recognized as one of the most effective approaches for solving the linear complementarity problem. As an extension of the linear complementarity problem, the study of the weighted linear complementarity problem is more necessary. In this paper, a new full-Newton step primal-dual interior-point algorithm is proposed for the special weighted linear complementarity problem. At each iteration, the search directions of the method are determined via a positive-asymptotic kernel function. The iteration complexity of the algorithm is analyzed, and the result is the same as the currently best known complexity bound of the similar methods. Finally, the validity of the algorithm is verified by some numerical results.



中文翻译:

基于正渐近核函数的特殊加权线性互补问题的全牛顿步内点算法

原对偶内点法被广泛认为是解决线性互补问题的最有效方法之一。作为线性互补问题的延伸,加权线性互补问题的研究更有必要。针对特殊的加权线性互补问题,提出了一种新的全牛顿步原对偶内点算法。在每次迭代中,该方法的搜索方向通过正渐近核函数确定。分析了算法的迭代复杂度,结果与目前已知的同类方法的复杂度界限相同。最后,通过数值结果验证了算法的有效性。

更新日期:2023-12-14
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