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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
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
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
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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
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 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
Persistent link: https://www.econbiz.de/10013206800