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A Generic Interior-point Algorithm for Monotone Symmetric Cone Linear Complementarity Problems Based on a New Kernel Function

  • Behrouz Kheirfam
Article

Abstract

Kernel functions play an important role in defining new search directions for interior-point algorithms for solving monotone linear complementarity problems. In this paper we present a new kernel function which yields the complexity bounds \({\mathcal O}(\sqrt{r}\log r\log\frac{r}{\epsilon})\) and \({\mathcal O}(\sqrt{r}\log\frac{r}{\epsilon})\) for large-and small-update methods, respectively, which are currently the best known bounds for such methods.

Keywords

Monotone linear complementarity problem Interior-point algorithms Kernel functions Euclidean Jordan algebra 

Mathematics Subject Classification (2010)

90C51 

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Copyright information

© Springer Science+Business Media Dordrecht 2013

Authors and Affiliations

  1. 1.Department of MathematicsAzarbaijan Shahid Madani UniversityTabrizIran

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