A Full-Newton Step Feasible Interior-Point Algorithm for the Special Weighted Linear Complementarity Problems Based on a Kernel Function
作者机构:Mathematics DepartmentAnhui Institute of Information TechnologyWuhu 241000AnhuiChina College of ScienceChina Three Gorges UniversityYichang 443002HubeiChina
出 版 物:《Wuhan University Journal of Natural Sciences》 (武汉大学学报(自然科学英文版))
年 卷 期:2024年第29卷第1期
页 面:29-37页
核心收录:
学科分类:12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学]
基 金:Supported by University Science Research Project of Anhui Province(2023AH052921) Outstanding Youth Talent Project of Anhui Province(gxyq2021254)
主 题:interior-point algorithm weighted linear complementarity problem full-Newton step kernel function iteration complexity
摘 要:In this paper,a new full-Newton step primal-dual interior-point algorithm for solving the special weighted linear complementarity problem is designed and *** algorithm employs a kernel function with a linear growth term to derive the search direction,and by introducing new technical results and selecting suitable parameters,we prove that the iteration bound of the algorithm is as good as best-known polynomial complexity of interior-point ***,numerical results illustrate the efficiency of the proposed method.