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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.13 No.3
- 발행연도
- 2009.8
- 수록면
- 189 - 202 (14page)
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In this paper we propose new primal-dual interior point algorithms for P<SUB>*</SUB>(k) linear complementarity problems based on a new class of kernel functions which contains the kernel function in [8] as a special case. We show that the iteration bounds are O((1 + 2k)n<SUP>9/14</SUP> log nμ?/ε) for large-update and O((1 + 2k)√n log nμ?/ε) for small-update methods, respectively. This iteration complexity for large-update methods improves the iteration complexity with a factor n<SUP>5/14</SUP> when compared with the method based on the classical logarithmic kernel function. For small-update, the iteration complexity is the best known bound for such methods.
목차
ABSTRACT
1. INTRODUCTION
2. PRELIMINARIES
3. THE KERNEL FUNCTION
4. COMPLEXITY RESULT
REFERENCES
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UCI(KEPA) : I410-ECN-0101-2009-410-018856361