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https://scholarbank.nus.edu.sg/handle/10635/103436
Title: | Interior point algorithms for linear complementarity problems based on large neighborhoods of the central path | Authors: | Zhao, G. | Keywords: | Complexity High-order power series Interior point algorithm Large neighborhood Large step Linear complementarity problem |
Issue Date: | May-1998 | Citation: | 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 | URI: | http://scholarbank.nus.edu.sg/handle/10635/103436 | ISSN: | 10526234 |
Appears in Collections: | Staff Publications |
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