East Asian mathematical journal

The Youngnam Mathematical Society (영남수학회)
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A LARGE-UPDATE INTERIOR POINT ALGORITHM FOR $P_*(\kappa)$ LCP BASED ON A NEW KERNEL FUNCTION

  • Cho, You-Young (DEPARTMENT OF MATHEMATICS PUSAN NATIONAL UNIVERSITY) ;
  • Cho, Gyeong-Mi (DEPARTMENT OF MULTIMEDIA ENGINEERING DONGSEO UNIVERSITY)
  • Received : 2009.03.18
  • Accepted : 2010.01.04
  • Published : 2010.01.31
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Abstract

In this paper we generalize large-update primal-dual interior point methods for linear optimization problems in [2] to the $P_*(\kappa)$ linear complementarity problems based on a new kernel function which includes the kernel function in [2] as a special case. The kernel function is neither self-regular nor eligible. Furthermore, we improve the complexity result in [2] from $O(\sqrt[]{n}(\log\;n)^2\;\log\;\frac{n{\mu}o}{\epsilon})$ to $O\sqrt[]{n}(\log\;n)\log(\log\;n)\log\;\frac{m{\mu}o}{\epsilon}$.

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Acknowledgement

Supported by : National Research Foundation of Korea

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