A New Predictor–Corrector Interior-Point Method for Linear Complementarity Problems Based on a Wide Neighbourhood

Publish Year: 1396
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:

ICIORS10_029

تاریخ نمایه سازی: 11 شهریور 1397

Abstract:

In this paper, we propose a new predictor-corrector interior-point algorithm for solving monotone linear complementarity problem. The algorithm is based on a new class of search directions and the wide neighborhood of the central path. In the corrector step, we derive the step size and the corrector step guarantee that new iterate lies in the wide neighborhood. Then the method enjoys the low iteration bound ofO( nL) , which matches the best obtained one for monotone linear complementarity problems

Authors

M Mohamadi-Sangachin

Departmentof Applied Mathematics, AzarbaijanShahidMadani University

B Kheirfam

Department of Applied Mathematics, Azarbaijan ShahidMadani University