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

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

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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.

interior-point algorithmweighted linear complementarity problemfull-Newton stepkernel functioniteration complexity

GENG Jie、ZHANG Mingwang、ZHU Dechun

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Mathematics Department,Anhui Institute of Information Technology,Wuhu 241000,Anhui,China

College of Science,China Three Gorges University,Yichang 443002,Hubei,China

University Science Research Project of Anhui ProvinceOutstanding Youth Talent Project of Anhui Province

2023AH052921gxyq2021254

2024

10.1051/wujns/2024291029

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
年,卷(期)：2024.29(1)
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