A Full-Newton Step Feasible Interior-Point Algorithm for the Special Weighted Linear Complementarity Problems Based on a Kernel Function

GENG Jie ¹ZHANG Mingwang ²ZHU Dechun¹

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作者信息

1. Mathematics Department,Anhui Institute of Information Technology,Wuhu 241000,Anhui,China
2. Mathematics Department,Anhui Institute of Information Technology,Wuhu 241000,Anhui,China;College of Science,China Three Gorges University,Yichang 443002,Hubei,China
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Abstract

In this paper,a new full-Newton step primal-dual interior-point algorithm for solving the special weighted linear complementar-ity problem is designed and analyzed.The 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 methods.Furthermore,numerical results illustrate the efficiency of the proposed method.

Key words

interior-point algorithm/weighted linear complementarity problem/full-Newton step/kernel function/iteration complexity

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基金项目

University Science Research Project of Anhui Province(2023AH052921)

Outstanding Youth Talent Project of Anhui Province(gxyq2021254)

出版年

2024

武汉大学自然科学学报(英文版)

武汉大学

武汉大学自然科学学报(英文版)

CSTPCD

影响因子：0.066

ISSN：1007-1202

参考文献量18

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