Journal of Systems Engineering and Electronics ›› 2010, Vol. 21 ›› Issue (4): 705-712.doi: 10.3969/j.issn.1004-4132.2010.04.026
• SOFTWARE ALGORITHM AND SIMULATION • Previous Articles Next Articles
Mingwang Zhang1,* and Yanli Lü
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Published:
Abstract: It has been shown in various papers that most interior-point algorithms for linear optimization and their analysis can be generalized to P*(κ)- linear complementarity problems. This paper presents an extension of the recent variant of Mehrotra’s second order algorithm for linear optimijation. It is shown that the iteration-complexity bound of the algorithm is O(4κ + 3)√14κ + 5 n log (x0)Ts0 ε , which is similar to that of the corresponding algorithm for linear optimization.
Mingwang Zhang and Yanli Lü. New Mehrotra’s second order predictor-corrector algorithm for P*(κ) linear complementarity problems[J]. Journal of Systems Engineering and Electronics, 2010, 21(4): 705-712.
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URL: https://www.jseepub.com/EN/10.3969/j.issn.1004-4132.2010.04.026
https://www.jseepub.com/EN/Y2010/V21/I4/705