Showing 1 - 10 of 14
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/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
We propose a new predictor-corrector interior-point algorithm for solving Cartesian symmetric cone horizontal linear complementarity problems, which is not based on a usual barrier function. We generalize the predictor-corrector algorithm introduced in Darvay et al. (SIAM J Optim 30:2628-2658,...
Persistent link: https://www.econbiz.de/10013450877
In this paper we introduce a new predictor-corrector interior-point algorithm for solving P_* (κ)-linear complementarity problems. For the determination of search directions we use the algebraically equivalent transformation (AET) technique. In this method we apply the function φ(t)=t^2-t+√t...
Persistent link: https://www.econbiz.de/10013459116
We propose new short-step interior-point algorithms (IPAs) for solving P_*(\kappa ) P ∗ ( κ ) -linear complementarity problems (LCPs). In order to define the search directions, we use the algebraic equivalent transformation (AET) technique of the system describing the central path. A novelty...
Persistent link: https://www.econbiz.de/10014299123
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