Kernel-function Based Primal-Dual Algorithms for P*(κ) Linear Complementarity Problems

M. EL Ghami; T. Steihaug

RAIRO - Operations Research (2010)

  • Volume: 44, Issue: 3, page 185-205
  • ISSN: 0399-0559

Abstract

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Recently, [Y.Q. Bai, M. El Ghami and C. Roos, SIAM J. Opt. 15 (2004) 101–128] investigated a new class of kernel functions which differs from the class of self-regular kernel functions. The class is defined by some simple conditions on the growth and the barrier behavior of the kernel function. In this paper we generalize the analysis presented in the above paper for P*(κ) Linear Complementarity Problems (LCPs). The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.

How to cite

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EL Ghami, M., and Steihaug, T.. "Kernel-function Based Primal-Dual Algorithms for P*(κ) Linear Complementarity Problems." RAIRO - Operations Research 44.3 (2010): 185-205. <http://eudml.org/doc/250843>.

@article{ELGhami2010,
abstract = { Recently, [Y.Q. Bai, M. El Ghami and C. Roos, SIAM J. Opt. 15 (2004) 101–128] investigated a new class of kernel functions which differs from the class of self-regular kernel functions. The class is defined by some simple conditions on the growth and the barrier behavior of the kernel function. In this paper we generalize the analysis presented in the above paper for P*(κ) Linear Complementarity Problems (LCPs). The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper. },
author = {EL Ghami, M., Steihaug, T.},
journal = {RAIRO - Operations Research},
keywords = {Interior-point; central paths; Kernel functions; primal-dual method; large update; small update; linear complementarity problem; interior-point; small update},
language = {eng},
month = {7},
number = {3},
pages = {185-205},
publisher = {EDP Sciences},
title = {Kernel-function Based Primal-Dual Algorithms for P*(κ) Linear Complementarity Problems},
url = {http://eudml.org/doc/250843},
volume = {44},
year = {2010},
}

TY - JOUR
AU - EL Ghami, M.
AU - Steihaug, T.
TI - Kernel-function Based Primal-Dual Algorithms for P*(κ) Linear Complementarity Problems
JO - RAIRO - Operations Research
DA - 2010/7//
PB - EDP Sciences
VL - 44
IS - 3
SP - 185
EP - 205
AB - Recently, [Y.Q. Bai, M. El Ghami and C. Roos, SIAM J. Opt. 15 (2004) 101–128] investigated a new class of kernel functions which differs from the class of self-regular kernel functions. The class is defined by some simple conditions on the growth and the barrier behavior of the kernel function. In this paper we generalize the analysis presented in the above paper for P*(κ) Linear Complementarity Problems (LCPs). The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.
LA - eng
KW - Interior-point; central paths; Kernel functions; primal-dual method; large update; small update; linear complementarity problem; interior-point; small update
UR - http://eudml.org/doc/250843
ER -

References

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