A Path-Following Full Newton-Step Infeasible Interior-Point Algorithm for P∗(κ)-HLCPs Based on a Kernel Function

作     者：Soodabeh Asadi Hossein Mansouri Maryam Zangiabadi 

作者机构：Department of Applied MathematicsFaculty of Mathematical SciencesShahrekord UniversityP.O.Box 115ShahrekordIran 

出 版 物：《Journal of the Operations Research Society of China》 (中国运筹学会会刊（英文）)

年 卷 期：2016年第4卷第1期

页      面：77-96页

核心收录：

学科分类：08[工学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：supported by Shahrekord Univeristy and also partially supported by the Center of Excellence for Mathematics, University of Shahrekord, Shahrekord, Iran 

主　　题：Horizontal linear complementarity problem Infeasible interior-point method Central path Kernel function 

摘      要：In this paper,we present a path-following infeasible interior-point method for P∗(κ)horizontal linear complementarity problems(P∗(κ)-HLCPs).The algorithm is based on a simple kernel function for finding the search directions and defining the neighborhood of the central *** algorithm follows the central path related to some perturbations of the original problem,using the so-called feasibility and centering steps,along with only full such ***,it has the advantage that the calculation of the step sizes at each iteration is *** complexity result shows that the full-Newton step infeasible interior-point algorithm based on the simple kernel function enjoys the best-known iteration complexity for P∗(κ)-HLCPs.