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Kernel-function Based Primal-Dual Algorithms for P * (κ) Linear Complementarity Problems

Published online by Cambridge University Press:  23 July 2010

M. EL Ghami  and
T. Steihaug
M. EL Ghami
Affiliation:
Department of Informatics, University of Bergen, Post Box 7803, 5020 Bergen, Norway; melghami@ii.uib.no ; Trond.Steihaug@ii.uib.no
T. Steihaug
Affiliation:
Department of Informatics, University of Bergen, Post Box 7803, 5020 Bergen, Norway; melghami@ii.uib.no ; Trond.Steihaug@ii.uib.no
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Abstract

Recently, [Y.Q. Bai, M. El Ghami and C. Roos,SIAM J. Opt. 15 (2004) 101–128]investigated a new class of kernel functions which differs from theclass of self-regular kernel functions. The class is defined by somesimple conditions on the growth and the barrier behavior of thekernel function. In this paper we generalize theanalysis presented in the above paper for P * (κ) LinearComplementarity Problems (LCPs). The analysis for LCPs deviates significantly from the analysisfor linear optimization. Several new tools and techniques are derived in this paper.

Keywords

Interior-pointcentral pathsKernel functionsprimal-dual methodlarge updatesmall updatelinear complementarity problem
Type
Research Article
Information
RAIRO - Operations Research , Volume 44 , Issue 3 , July 2010 , pp. 185 - 205
Copyright
© EDP Sciences, ROADEF, SMAI, 2010

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References

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