A Full-Newton Step Interior-Point Algorithm Based on a New Search Direction for <i>P</i><sub>*</sub>(<i>κ</i>)-Linear Complementarity Problem
In this paper, a full-Newton step interior-point algorithm is proposed for solving [see formula in PDF]-linear complementarity problem based on a new search direction, which is an extension of Grimes' algorithm. It is proved that the number of iterations of the algorithm is [see formula in PDF], which matches the best known iteration bound of the interior-point method for [see formula in PDF]-linear complementarity problem. Some numerical results have proved the feasibility and efficiency of the proposed algorithm.
Authors
- Li Wang (ORCID: https://orcid.org/0000-0001-5986-7184)
- Mingwang Zhang (ORCID: https://orcid.org/0009-0008-9333-3731)
Institutions
- China Three Gorges University (CN)
- Anhui Institute of Information Technology (CN)
Publication Details
- Journal
- Wuhan University Journal of Natural Sciences
- Published
- 2025-04-01
- DOI
- https://doi.org/10.1051/wujns/2025302159
- Primary Topic
- Advanced Optimization Algorithms Research
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Anhui Provincial Department of Education