A Full-Newton Step Interior-Point Algorithm Based on a New Search Direction for

In this paper, a full-Newton step interior-point algorithm is proposed for solving P*κ-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 On1+4κlognε, which matches the best known iteration bound of the interior-point method for P*κ-linear complementarity problem. Some numerical results have proved the feasibility and efficiency of the proposed algorithm.

Publication Details

Journal
Springer Link (Chiba Institute of Technology)
Published
2025-05-16
DOI
https://doi.org/10.1051/wujns/2025302159/pdf
Primary Topic
Advanced Optimization Algorithms Research
Type
article
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article

A Full-Newton Step Interior-Point Algorithm Based on a New Search Direction for

Springer Link (Chiba Institute of Technology)
Advanced Optimization Algorithms Research
article

A Full-Newton Step Interior-Point Algorithm Based on a New Search Direction for

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Abstract

In this paper, a full-Newton step interior-point algorithm is proposed for solving P*κ-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 On1+4κlognε, which matches the best known iteration bound of the interior-point method for P*κ-linear complementarity problem. Some numerical results have proved the feasibility and efficiency of the proposed algorithm.

Springer Link (Chiba Institute of Technology)
Openalex Percentile: Top 22%
Advanced Optimization Algorithms Research
DOISourceOpenAlex
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A Full-Newton Step Interior-Point Algorithm Based on a New Search Direction for · Springer Link (Chiba Institute of Technology) (2025) | TGRS Research Map | TGRS