Acta mathematica scientia,Series A ›› 2013, Vol. 33 ›› Issue (4): 746-758.

• Articles • Previous Articles     Next Articles

A New Full-Newton Infeasible Interior-point Algorithm for P*(κ) Linear Complementarity Problem

 ZHU Dan-Hua, ZHANG Ming-Wang   

  1. College of Science, China Three Gorges University, Hubei Yichang 443002
  • Received:2011-09-20 Revised:2013-01-28 Online:2013-08-25 Published:2013-08-25
  • Supported by:

    湖北省自然科学基金(2008CDZ047)和湖北省教育厅自然科学研究项目(Q20111208)资助

Abstract:

This paper presents a new infeasible interior-point algorithm for P*(κ) linear complementarity problems(LCP), which is an extension and improvement of a full-Newton step infeasible interior-point algorithm for monotone LCP proposed by Hansouri et al  recently. With the non-monotone of the P*(κ)  LCP, we introduce some new technical results and
prove that the algorithm has iteration complexity with O((1+4κ)2nlogmax{(x0)Ts0, ||r0||/ε)).

Key words: P*(κ) linear complementarity problem, Infeasible interior-point methods, Full-Newton step, Polynomial complexity

CLC Number: 

  • 90C33
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