Abstract
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.
Original language | American English |
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State | Published - Oct 12 2008 |
Event | Institute for Operations Research and the Management Sciences Annual Conference (INFORMS) - Duration: Oct 1 2017 → … |
Conference
Conference | Institute for Operations Research and the Management Sciences Annual Conference (INFORMS) |
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Period | 10/1/17 → … |
Keywords
- Conic linear complementarity problems
- Interior-point methods
- Kernel functions
DC Disciplines
- Mathematics