INTERIOR-POINT METHODS FOR P*(κ)-LINEAR
COMPLEMENTARITY PROBLEM BASED ON
GENERALIZED TRIGONOMETRIC BARRIER FUNCTION
M. El Ghami1, G.Q. Wang2 1Mathematics Section
Faculty of Education and Arts
Nord University
Nesna 8700, NORWAY 2College of Fundamental Studies
Shanghai University of Engineering Science
Shanghai, 201620, P.R. CHINA
Recently, M. Bouafoa, et al. [#!Bouafia2016!#] investigated a new kernel function which differs from the self-regular kernel functions. The kernel function has a trigonometric Barrier Term. In this paper we generalize the analysis presented in the above paper for P*(κ) Linear Complementarity Problems (LCPs). It is shown that the iteration bound for primal-dual large-update and small-update interior-point methods based on this function is as good as the currently best known iteration bounds for these type methods. The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.
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