A full-Newton step feasible interior-point algorithm for $$P_*(\kappa )$$ P ∗ ( κ ) -linear complementarity problems

G. Wang (), C. Yu () and K. Teo ()

Journal of Global Optimization, 2014, vol. 59, issue 1, 99 pages

Abstract: In this paper, a full-Newton step feasible interior-point algorithm is proposed for solving $$P_*(\kappa )$$ P ∗ ( κ ) -linear complementarity problems. We prove that the full-Newton step to the central path is local quadratically convergent and the proposed algorithm has polynomial iteration complexity, namely, $$O\left( (1+4\kappa )\sqrt{n}\log {\frac{n}{\varepsilon }}\right) $$ O ( 1 + 4 κ ) n log n ε , which matches the currently best known iteration bound for $$P_*(\kappa )$$ P ∗ ( κ ) -linear complementarity problems. Some preliminary numerical results are provided to demonstrate the computational performance of the proposed algorithm. Copyright Springer Science+Business Media New York 2014

Keywords: Interior-point methods; Linear complementarity problems; $$P_*(\kappa )$$ P ∗ ( κ ) -matrix; Polynomial complexity; 90C33; 90C51 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10898-013-0090-x

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