An interior point method for $$P_{*}(\kappa )$$-horizontal linear complementarity problem based on a new proximity function
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DOI: 10.1007/s12190-019-01284-9
Abstract: Kernel functions play an important role in the design and complexity analysis of interior point algorithms for solving convex optimization problems. They determine both search directions and the proximity measure between the iterate and the… read more here.
Keywords: linear complementarity; interior point; kappa horizontal; horizontal linear ... See more keywords