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A Full-Newton Step Infeasible Interior-Point Method for the Special Weighted Linear Complementarity Problem

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  • Xiaoni Chi

    (Guilin University of Electronic Technology)

  • Guoqiang Wang

    (Shanghai University of Engineering Science)

Abstract

As an extension of the complementarity problem (CP), the weighted complementarity problem (wCP) is a large class of equilibrium problems with wide applications in science, economics, and engineering. If the weight vector is zero, the wCP reduces to a CP. In this paper, we present a full-Newton step infeasible interior-point method (IIPM) for the special weighted linear complementarity problem over the nonnegative orthant. One iteration of the algorithm consists of one feasibility step followed by a few centering steps. All of them are full-Newton steps, and hence, no calculation of the step size is necessary. The iteration bound of the algorithm is as good as the best-known polynomial complexity of IIPMs for linear optimization.

Suggested Citation

  • Xiaoni Chi & Guoqiang Wang, 2021. "A Full-Newton Step Infeasible Interior-Point Method for the Special Weighted Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 190(1), pages 108-129, July.
    • Handle: RePEc:spr:joptap:v:190:y:2021:i:1:d:10.1007_s10957-021-01873-4
    DOI: 10.1007/s10957-021-01873-4
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    References listed on IDEAS

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    1. Soodabeh Asadi & Zsolt Darvay & Goran Lesaja & Nezam Mahdavi-Amiri & Florian Potra, 2020. "A Full-Newton Step Interior-Point Method for Monotone Weighted Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 186(3), pages 864-878, September.
    2. Xiaoni Chi & M. Seetharama Gowda & Jiyuan Tao, 2019. "The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra," Journal of Global Optimization, Springer, vol. 73(1), pages 153-169, January.
    3. Behrouz Kheirfam, 2014. "A New Complexity Analysis for Full-Newton Step Infeasible Interior-Point Algorithm for Horizontal Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 161(3), pages 853-869, June.
    4. Gu, G. & Zangiabadi, M. & Roos, C., 2011. "Full Nesterov-Todd step infeasible interior-point method for symmetric optimization," European Journal of Operational Research, Elsevier, vol. 214(3), pages 473-484, November.
    5. Florian A. Potra, 2016. "Sufficient weighted complementarity problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 467-488, June.
    6. G. Gu & H. Mansouri & M. Zangiabadi & Y. Q. Bai & C. Roos, 2010. "Improved Full-Newton Step O(nL) Infeasible Interior-Point Method for Linear Optimization," Journal of Optimization Theory and Applications, Springer, vol. 145(2), pages 271-288, May.
    7. N. R. Amundson & A. Caboussat & J. W. He & J. H. Seinfeld, 2006. "Primal-Dual Interior-Point Method for an Optimization Problem Related to the Modeling of Atmospheric Organic Aerosols," Journal of Optimization Theory and Applications, Springer, vol. 130(3), pages 377-409, September.
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    Cited by:

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