19. New class of algebraically equivalent transformations for predictor-corrector interior-point algorithms
Invited abstract in session WE-3: Interior-Point Methods for Linear Complementarity Problems I, stream Advances in theory and practice of interior-point methods.
Wednesday, 14:45 - 16:15Room: C 104
Authors (first author is the speaker)
| 1. | Petra Renáta Rigó
|
| Corvinus University of Budapest | |
| 2. | Tibor Illés
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| Corvinus University of Budapest | |
| 3. | Roland Török
|
| Doctoral School of Economics, Business and Informatics, Corvinus University of Budapest |
Abstract
In this talk we present predictor-corrector (PC) interior-point algorithms (IPAs) for solving sufficient linear complementarity problems. We use the algebraic equivalent transformation (AET) technique in order to define the search directions. We give a unified complexity analysis of the PC IPAs by using a whole class of AET functions. We show that the PC IPA using any member of the new class of AET functions has polynomial iteration complexity in the handicap of the problem's matrix, the size of the problem, the starting point's duality gap and in the accuracy parameter.
Keywords
- Linear and nonlinear optimization
Status: accepted
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