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In this paper, we present a new large-update interior-point algorithm for $$P_*(\kappa )$$P∗(κ)-linear complementarity problem. The new algorithm is based on a trigonometric kernel function which differs from the existing… Click to show full abstract
In this paper, we present a new large-update interior-point algorithm for $$P_*(\kappa )$$P∗(κ)-linear complementarity problem. The new algorithm is based on a trigonometric kernel function which differs from the existing kernel functions in which it has a double barrier term. By a simple analysis, we show that the new algorithm enjoys $${ O}((1+2\kappa )n^\frac{2}{3}\log \frac{n}{\varepsilon })$$O((1+2κ)n23lognε) iteration complexity. This complexity estimate improves a result from El Ghami et al. (Optim Theory Decis Mak Oper Res Appl 31: 331–349, 2013) and matches the currently best known complexity result for $$P_*(\kappa )$$P∗(κ)-linear complementarity problem based on trigonometric kernel functions.
Journal Title: Journal of Applied Mathematics and Computing
Year Published: 2017
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