An Improved Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems with O(nL)-Iteration Complexity
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-12-29
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
This paper proposes an improved predictor-corrector interior-point algorithm for the linear complementarity problem (LCP) based on the Mizuno-Todd-Ye algorithm.
The modified corrector steps in our algorithm cannot only draw the iteration point back to a narrower neighborhood of the center path but also reduce the duality gap.
It implies that the improved algorithm can converge faster than the MTY algorithm.
The iteration complexity of the improved algorithm is proved to obtain O(nL) which is similar to the classical Mizuno-Todd-Ye algorithm.
Finally, the numerical experiments show that our algorithm improved the performance of the classical MTY algorithm.
American Psychological Association (APA)
Fang, Debin& Yu, Qian. 2011. An Improved Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems with O(nL)-Iteration Complexity. Journal of Applied Mathematics،Vol. 2011, no. 2011, pp.1-12.
https://search.emarefa.net/detail/BIM-464093
Modern Language Association (MLA)
Fang, Debin& Yu, Qian. An Improved Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems with O(nL)-Iteration Complexity. Journal of Applied Mathematics No. 2011 (2011), pp.1-12.
https://search.emarefa.net/detail/BIM-464093
American Medical Association (AMA)
Fang, Debin& Yu, Qian. An Improved Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems with O(nL)-Iteration Complexity. Journal of Applied Mathematics. 2011. Vol. 2011, no. 2011, pp.1-12.
https://search.emarefa.net/detail/BIM-464093
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-464093