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INTERIOR-POINT METHODS FOR $P_{*}(\kappa)$-LINEAR COMPLEMENTARITY PROBLEM BASED ON GENERALIZED TRIGONOMETRIC BARRIER FUNCTION

M. El Ghami, G.Q. Wang
2017 International Journal of Applied Mathematics  

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Recently, M. Bouafoa, et al. [3] investigated a new kernel function which differs from the self-regular kernel functions. The kernel function has a trigonometric Barrier Term. In this paper we generalize the analysis presented in the above paper for P * (κ) Linear Complementarity Problems (LCPs). It is shown that the iteration bound for primal-dual large-update and small-update interior-point methods based on this function is as good as the currently best known iteration bounds for these type
more » ... thods. The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.
doi:10.12732/ijam.v30i1.2 fatcat:idwiqlu6frb43fzliyii7rcu5u
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M. El Ghami, G.Q. Wang. "INTERIOR-POINT METHODS FOR $P_{*}(\kappa)$-LINEAR COMPLEMENTARITY PROBLEM BASED ON GENERALIZED TRIGONOMETRIC BARRIER FUNCTION." International Journal of Applied Mathematics 30.1 (2017)