Mathematical Sciences: Faculty Presentations (1991-2022)

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

Document Type

Presentation

Presentation Date

10-12-2008

Copyright

This work is archived and distributed under the repository's Standard Copyright and Reuse License (opens in new tab). End users may copy, store, and distribute this work without restriction. For all other uses, permission must be obtained from the copyright owners or their authorized agents.

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