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Predictor-corrector interior-point algorithm for P * ( κ ) -linear complementarity problems based on a new type of algebraic equivalent transformation technique

2022-06-03 11:00:33

Publication by Tibor Illés and Petra Renáta Rigó

Kapcsolódó hírek

Kapcsolódó események

The article co-authored by Tibor Illés and Petra Renáta Rigó was published in the European Journal of Operational Research. 

Corvinus Épület

We propose a new predictor-corrector (PC) interior-point algorithm (IPA) for solving linear complementarity problem (LCP) with P*(κ)-matrices. The introduced IPA uses a new type of algebraic equivalent transformation (AET) on the centering equations of the system defining the central path. The new technique was introduced by Darvay and Takács (2018) for linear optimization. The search direction discussed in this paper can be derived from positive-asymptotic kernel function using the function φ(t)=t2 in the new type of AET. We prove that the IPA has O((1+4κ) √n log3nμ0/4ϵ) iteration complexity, where κ is an upper bound of the handicap of the input matrix. To the best of our knowledge, this is the first PC IPA for P*(κ)-LCPs which is based on this search direction. 

https://doi.org/10.1016/j.ejor.2021.08.039

Contacts

Dr. Illés Tibor tibor.illes@uni-corvinus.hu Rektori Szervezet / Operáció és Döntés Intézet / Operációkutatás és Aktuáriustudományok Tanszék
Egyetemi Tanár / Professor
C épület, 708
Dr. Rigó Petra Renáta petra.rigo@uni-corvinus.hu Rektori Szervezet / Operáció és Döntés Intézet / Operációkutatás és Aktuáriustudományok Tanszék
Adjunktus / Assistant Professor
C épület, 708
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GEN.:2024.06.20. - 14:55:04