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|Title:||Interior point algorithms for linear complementarity problems based on large neighborhoods of the central path|
High-order power series
Interior point algorithm
Linear complementarity problem
|Source:||Zhao, G. (1998-05). Interior point algorithms for linear complementarity problems based on large neighborhoods of the central path. SIAM Journal on Optimization 8 (2) : 397-413. ScholarBank@NUS Repository.|
|Abstract:||In this paper we study a first-order and a high-order algorithm for solving linear complementarity problems. These algorithms are implicitly associated with a large neighborhood whose size may depend on the dimension of the problems. The complexity of these algorithms depends on the size of the neighborhood. For the first-order algorithm, we achieve the complexity bound which the typical large-step algorithms possess. It is well known that the complexity of large-step algorithms is greater than that of short-step ones. By using high-order power series (hence the name high-order algorithm), the iteration complexity can be reduced. We show that the complexity upper bound for our high-order algorithms is equal to that for short-step algorithms.|
|Source Title:||SIAM Journal on Optimization|
|Appears in Collections:||Staff Publications|
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