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A Class of Large-Update and Small-Update Primal-Dual Interior-Point Algorithms for Linear Optimization

✍ Scribed by Y. Q. Bai; G. Lesaja; C. Roos; G. Q. Wang; M. El Ghami


Publisher
Springer
Year
2008
Tongue
English
Weight
363 KB
Volume
138
Category
Article
ISSN
0022-3239

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In this paper we propose a new large-update primal-dual interior point algorithm for P \* (κ) linear complementarity problems (LCPs). We extend Bai et al.'s primal-dual interior point algorithm for linear optimization (LO) problems to P \* (κ) LCPs with generalized kernel functions. New search direc