Open AccessA new second-order corrector interior-point algorithm for P*(k)-LCP
Author(s) -
Behrouz Kheirfam,
M. Chitsaz
Publication year - 2017
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil1720379k
Subject(s) - mathematics , predictor–corrector method , iterated function , interior point method , complementarity (molecular biology) , algorithm , linear complementarity problem , path (computing) , order (exchange) , sequence (biology) , combinatorics , mathematical analysis , nonlinear system , computer science , genetics , physics , finance , quantum mechanics , economics , biology , programming language
In this paper, we propose a second-order corrector interior-point algorithm for solving P*(k)- linear complementarity problems. The method generates a sequence of iterates in a wide neighborhood of the central path introduced by Ai and Zhang. In each iteration, the method computes a corrector direction in addition to the Ai-Zhang direction, in an attempt to improve performance. The algorithm does not depend on the handicap k of the problem, so that it can be used for any P*(k)-linear complementarity problems. It is shown that the iteration complexity bound of the algorithm is O ((1+k)3 ? nL). Some numerical results are provided to illustrate the performance of the algorithm.