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- 한국산업응용수학회 JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS Journal of the Korean Society for Industrial and Applied Mathematics Vol.12 No.4
- 발행연도
- 2008.12
- 수록면
- 227 - 238 (12page)
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In this paper we extend primal-dual interior point algorithm for linear optimization(LO) problems to P*(κ) linear complementarity problems(LCPs) ([?]). We define proximity functions and search directions based on kernel functions, Ψ(t) = t<SUP>p+1</SUP>-1/p+1 log t, p ∈ [0,1], which is a generalized form of the one in [?]. It is the first to use this class of kernel functions in the complexity analysis of interior point method(IPM) for P*(κ) LCPs. We show that if a strictly feasible starting point is available, then new large-update primal-dual interior point algorithms for P*(κ) LCPs have O((1+2κ)nlogn/c) complexity which is similar to the one in [?]. For small-update methods, we have 0((1+2κ)√nlog n/c) which is the best known complexity so far.
목차
ABSTRACT
1. INTRODUCTION
2. PRELIMINARIES
3. COMPLEXITY ANALYSIS
REFERENCES
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UCI(KEPA) : I410-ECN-0101-2009-410-015704162