Mathematical Sciences: Faculty Presentations (1991-2022)

A New Class of Polynomial Interior-Point Algorithms for P*(κ)-Linear Complementarity Problems

Document Type

Presentation

Presentation Date

8-13-2007

Copyright

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Abstract or Description

We present a new class of short- and long-step polynomial interior-point algorithms for P*(κ)- Linear Complementarity Problems based on a new class of parametric kernel functions. This class is fairly general and includes the classical logarithmic function, the prototype self-regular function, and non-self-regular kernel functions as special cases. The iteration bounds obtained in this paper are very favorable and they match the best known existing iteration bounds

Sponsorship/Conference/Institution

International Conference on Continuous Optimization (ICCOPT)

Location

Ontario, Canada

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