A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction

Authors

  • Behrouz Kheirfam Azarbaijan Shahid Madani University
  • Masoumeh Haghighi Department of Applied Mathematics, Azarbaijan Shahid Madani University

Abstract

In this paper, we present a full-Newton step feasible interior-point algorithm for a P∗(κ) linear complementarity problem based on a new search direction. We apply a vector-valued function generated by a univariate function on nonlinear equations of the system which defines the central path. Furthermore, we derive the iteration bound for the algorithm, which coincides with the best-known iteration bound for these types of algorithms. Numerical results show that the proposed algorithm is competitive and reliable.

 

Author Biography

  • Behrouz Kheirfam, Azarbaijan Shahid Madani University
    Department of Applied Mathematics, Azarbaijan Shahid Madani University

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Published

2016-12-30

Issue

Volume 7 (2016), Number 2

Section

CRORR Journal Regular Issue

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