• A Mizuno-Todd-Ye type predicto...

Treffer: A Mizuno-Todd-Ye type predictor-corrector algorithm for sufficient linear complementarity problems : Challenges of Continous Optimization in Theory and Applications

Title:
A Mizuno-Todd-Ye type predictor-corrector algorithm for sufficient linear complementarity problems : Challenges of Continous Optimization in Theory and Applications
Authors:
ILLES, Tibor, NAGY, Marianna
Source:
European journal of operational research. 181(3):1097-1111
Publisher Information:
Amsterdam: Elsevier, 2007.
Publication Year:
2007
Physical Description:
print, 18 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Sciences exactes et technologie, Exact sciences and technology, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Complexité algorithme, Algorithm complexity, Complejidad algoritmo, Matrice mathématique, Mathematical matrix, Matriz matemática, Méthode point intérieur, Interior point method, Método punto interior, Méthode prédicteur correcteur, Predictor corrector method, Método predictor corrector, Problème complémentarité linéaire, Linear complementarity problem, Problema complementariedad lineal, Programmation mathématique, Mathematical programming, Programación matemática, Solution positive, Positive solution, Solución positiva, Mizuno-Todd-Ye predictor-corrector algorithm, P* (K)-matrix, Sufficient matrix
Document Type:
Konferenz Conference Paper
File Description:
text
Language:
English
Author Affiliations:
Department of Operational Research, Eötvös Lordnd University of Sciences, Pdzmdny Péter sétány IIC, 1117 Budapest, Hungary
ISSN:
0377-2217
Access URL:
http://pascal-francis.inist.fr/vibad/index.php?action=search&terms=18674427
Rights:
Copyright 2007 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Operational research. Management
Accession Number:
edscal.18674427
Database:
PASCAL Archive

Weitere Informationen

We analyze a version of the Mizuno-Todd-Ye predictor-corrector interior point algorithm for the P* (K)-matrix linear complementarity problem (LCP). We assume the existence of a strictly positive feasible solution. Our version of the Mizuno-Todd-Ye predictor-corrector algorithm is a generalization of Potra's [F.A. Potra, The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path, European Journal of Operational Research 143 (2002) 257-267] results on the LCP with P*(K)-matrices. We are using a ||v-1 - v|| proximity measure like Potra to derive iteration complexity result for this algorithm. Our algorithm is different from Miao's method [J. Miao, A quadratically convergent O((K + 1)√nL) -iteration algorithm for the P*(K)-matrix linear complementarity problem, Mathematical Programming 69 (1995) 355-368] in both the proximity measure used and the way of updating the centrality parameter. Our analysis is easier than the previously stated results. We also show that the iteration complexity of our algorithm is O((1 + K)√nL).