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Improved Full-Newton-Step Infeasible Interior-Point Method For Linear Complementarity Problems, Goran Lesaja, Mustafa Ozen
Improved Full-Newton-Step Infeasible Interior-Point Method For Linear Complementarity Problems, Goran Lesaja, Mustafa Ozen
Department of Mathematical Sciences Faculty Publications
We present an Infeasible Interior-Point Method for monotone Linear Complementarity Problem (LCP) which is an improved version of the algorithm given in [13]. In the earlier version, each iteration consisted of one feasibility step and few centering steps. The improved version guarantees that after one feasibility step, the new iterate is feasible and close enough to the central path thanks to the much tighter proximity estimate which is based on the new lemma introduced in [18]. Thus, the centering steps are eliminated. Another advantage of this method is the use of full-Newton-steps, that is, no calculation of the step size …
Kernel-Based Interior-Point Methods For Cartesian P*(Κ)-Linear Complementarity Problems Over Symmetric Cones, Goran Lesaja
Kernel-Based Interior-Point Methods For Cartesian P*(Κ)-Linear Complementarity Problems Over Symmetric Cones, Goran Lesaja
Department of Mathematical Sciences Faculty Publications
We present an interior point method for Cartesian P*(k)-Linear Complementarity Problems over Symmetric Cones (SCLCPs). The Cartesian P*(k)-SCLCPs have been recently introduced as the generalization of the more commonly known and more widely used monotone SCLCPs. The IPM is based on the barrier functions that are defined by a large class of univariate functions called eligible kernel function which have recently been successfully used to design new IPMs for various optimization problems. Eligible barrier (kernel) functions are used in calculating the Nesterov-Todd search directions and the default step-size which leads to a very good complexity results for the method. For …
Unified Analysis Of Kernel-Based Interior-Point Methods For P *(Κ)-Lcp, Goran Lesaja, C. Roos
Unified Analysis Of Kernel-Based Interior-Point Methods For P *(Κ)-Lcp, Goran Lesaja, C. Roos
Department of Mathematical Sciences Faculty Publications
We present an interior-point method for the P∗(κ)-linear complementarity problem (LCP) that is based on barrier functions which are defined by a large class of univariate functions called eligible kernel functions. This class is fairly general and includes the classical logarithmic function and the self-regular functions, as well as many non-self-regular functions as special cases. We provide a unified analysis of the method and give a general scheme on how to calculate the iteration bounds for the entire class. We also calculate the iteration bounds of both long-step and short-step versions of the method for several …