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A full-Newton step infeasible interior-point algorithm for P *(κ) linear complementarity problem

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Abstract

This paper proposes a new infeasible interior-point algorithm with full-Newton steps for P *(κ) linear complementarity problem (LCP), which is an extension of the work by Roos (SIAM J. Optim., 2006, 16(4): 1110–1136). The main iteration consists of a feasibility step and several centrality steps. The authors introduce a specific kernel function instead of the classic logarithmical barrier function to induce the feasibility step, so the analysis of the feasibility step is different from that of Roos’s. This kernel function has a finite value on the boundary. The result of iteration complexity coincides with the currently known best one for infeasible interior-point methods for P *(κ) LCP. Some numerical results are reported as well.

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Authors and Affiliations

  1. College of Science, China Three Gorges University, Yichang, 443002, China

    Danhua Zhu & Mingwang Zhang

Authors
  1. Danhua Zhu
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  2. Mingwang Zhang
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Correspondence to Mingwang Zhang.

Additional information

This paper was supported by the Natural Science Foundation of Hubei Province under Grant No. 2008CDZ047.

This paper was recommended for publication by Editor DAI Yuhong.

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Zhu, D., Zhang, M. A full-Newton step infeasible interior-point algorithm for P *(κ) linear complementarity problem. J Syst Sci Complex 27, 1027–1044 (2014). https://doi.org/10.1007/s11424-014-1273-3

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  • DOI: https://doi.org/10.1007/s11424-014-1273-3

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