Showing 1 - 10 of 14
We propose a new predictor-corrector (PC) interior-point algorithm (IPA) for solving linear complementarity problem (LCP) with P_* (κ)-matrices. The introduced IPA uses a new type of algebraic equivalent transformation (AET) on the centering equations of the system defining the central path....
Persistent link: https://www.econbiz.de/10012288114
In this paper we propose a new predictor-corrector interior-point algorithm for solving P_* (κ) horizontal linear complementarity problems defined on a Cartesian product of symmetric cones, which is not based on a usual barrier function. We generalize the predictor-corrector algorithm...
Persistent link: https://www.econbiz.de/10012488273
We introduce a new predictor-corrector interior-point algorithm for solving P_*(κ)-linear complementarity problems which works in a wide neighbourhood of the central path. We use the technique of algebraic equivalent transformation of the centering equations of the central path system. In this...
Persistent link: https://www.econbiz.de/10012513012
Persistent link: https://www.econbiz.de/10014367577
We present an interior-point algorithmic framework for P_* (κ)-Linear Complementarity Problems that is based on a barrier function which is defined by a new class of univariate kernel functions called Standard Kernel Functions (SKFs). A unified, comprehensive complexity analysis of the generic...
Persistent link: https://www.econbiz.de/10015063869
In this paper, we revisit the main principles for constructing polynomial-time primal-dual interior-point algorithms (IPAs). Starting from the break-through paper by Gonzaga (1989), their development was related to the barrier methods, where the objective function was added to the barrier for...
Persistent link: https://www.econbiz.de/10015063876
In this paper, we suggest a new interior-point method for linear optimization, based on the idea of Parabolic Target Space. Our method can start at any strictly feasible primal-dual pair and go directly towards a solution by a predictor-corrector scheme. Each iteration needs inversion of a...
Persistent link: https://www.econbiz.de/10015085431
Persistent link: https://www.econbiz.de/10012653414
We propose new short-step interior-point algorithms (IPAs) for solving P_* (κ)-linear complementarity problems (LCPs). In order to define the search directions we use the algebraic equivalent transformation technique (AET) of the system which characterizes the central path. A novelty of the...
Persistent link: https://www.econbiz.de/10012887114
We introduce interior-point algorithms (IPAs) for solving P_* (κ)-horizontal linear complementarity problems over Cartesian product of symmetric cones. We generalize the primal-dual IPAs proposed recently by Illés et al. [21] to P_* (κ)-horizontal linear complementarity problems over...
Persistent link: https://www.econbiz.de/10013267788