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

Goran Lesaja

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

Goran Lesaja

Mathematical Sciences

Research output: Contribution to conference › Presentation

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
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)
Period	10/1/17 → …

Disciplines

Mathematics

Keywords

Conic linear complementarity problems
Interior-point methods
Kernel functions

Cite this

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title = "Kernel Functions and Interior-Point Methods for Conic Linear Complementarity Problems",

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.",

keywords = "Conic linear complementarity problems, Interior-point methods, Kernel functions",

author = "Goran Lesaja",

year = "2008",

month = oct,

day = "12",

language = "American English",

note = "Institute for Operations Research and the Management Sciences Annual Conference (INFORMS) ; Conference date: 01-10-2017",

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TY - CONF

T1 - Kernel Functions and Interior-Point Methods for Conic Linear Complementarity Problems

AU - Lesaja, Goran

PY - 2008/10/12

Y1 - 2008/10/12

N2 - 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.

AB - 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.

KW - Conic linear complementarity problems

KW - Interior-point methods

KW - Kernel functions

M3 - Presentation

T2 - Institute for Operations Research and the Management Sciences Annual Conference (INFORMS)

Y2 - 1 October 2017

ER -

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

Abstract

Conference

Disciplines

Keywords

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Cite this