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

Research output: Contribution to conferencePresentation

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 languageAmerican English
StatePublished - Oct 12 2008
EventInstitute for Operations Research and the Management Sciences Annual Conference (INFORMS) -
Duration: Oct 1 2017 → …

Conference

ConferenceInstitute for Operations Research and the Management Sciences Annual Conference (INFORMS)
Period10/1/17 → …

Keywords

  • Conic linear complementarity problems
  • Interior-point methods
  • Kernel functions

DC Disciplines

  • Mathematics

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