Kernel Functions and Interior-Point Methods for Conic Linear Complementarity Problems

Document Type

Presentation

Presentation Date

10-12-2008

Abstract or Description

We present a class of polynomial primal-dual interior-point algorithms for conic linear commplementarity problems based on a new class of 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 obtained complexity results are favorable; they match the currently best known iteration bounds obtained for these problems and these methods.

Sponsorship/Conference/Institution

Institute for Operations Research and the Management Sciences Annual Conference (INFORMS)

Location

Washington, DC

This document is currently not available here.

Share

COinS