| Issue |
Wuhan Univ. J. Nat. Sci.
Volume 29, Number 1, February 2024
|
|
|---|---|---|
| Page(s) | 29 - 37 | |
| DOI | https://doi.org/10.1051/wujns/2024291029 | |
| Published online | 15 March 2024 | |
Mathematics
CLC number: O221
A Full-Newton Step Feasible Interior-Point Algorithm for the Special Weighted Linear Complementarity Problems Based on a Kernel Function
1
Mathematics Department, Anhui Institute of Information Technology, Wuhu 241000, Anhui, China
2
College of Science, China Three Gorges University, Yichang 443002, Hubei, China
† Corresponding author. E-mail: zmwang@ctgu.edu.cn
Received:
28
June
2023
In this paper, a new full-Newton step primal-dual interior-point algorithm for solving the special weighted linear complementarity problem is designed and analyzed. The algorithm employs a kernel function with a linear growth term to derive the search direction, and by introducing new technical results and selecting suitable parameters, we prove that the iteration bound of the algorithm is as good as best-known polynomial complexity of interior-point methods. Furthermore, numerical results illustrate the efficiency of the proposed method.
Key words: interior-point algorithm / weighted linear complementarity problem / full-Newton step / kernel function / iteration complexity
Cite this article: GENG Jie, ZHANG Mingwang, ZHU Dechun. A Full-Newton Step Feasible Interior-Point Algorithm for the Special Weighted Linear Complementarity Problems Based on a Kernel Function[J]. Wuhan Univ J of Nat Sci, 2024, 29(1): 29-37.
Biography: GENG Jie, male, Associate professor, research direction: optimization theory and algorithm. E-mail: jiegeng@iflytek.com
Fundation item: Supported by University Science Research Project of Anhui Province (2023AH052921) and Outstanding Youth Talent Project of Anhui Province (gxyq2021254)
© Wuhan University 2023
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