| Title:
|
An infeasible interior-point algorithm for monotone linear complementarity problems based on a finite hyperbolic kernel function (English) |
| Author:
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Guerdouh, Safa |
| Author:
|
Chikouche, Wided |
| Author:
|
Kheirfam, Behrouz |
| Language:
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English |
| Journal:
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Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
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1805-949X (online) |
| Volume:
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62 |
| Issue:
|
1 |
| Year:
|
2026 |
| Pages:
|
55-76 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
This paper concerns an infeasible kernel-based interior-point algorithm (IPA) for monotone linear complementarity problems (LCPs). Our algorithm differs from other existing algorithms in the literature since its feasibility step is induced by a finite hyperbolic barrier term. The convergence analysis shows that the proposed algorithm is well-defined and its complexity bound coincides with the currently best-known iteration bound of infeasible interior-point methods for monotone LCPs. Moreover, the practical performance of our algorithm is validated by some extensive numerical tests. To the best of our knowledge, this is the first full-Newton step infeasible IPA based on a hyperbolic kernel function for solving monotone LCPs. (English) |
| Keyword:
|
linear complementarity problems |
| Keyword:
|
infeasible interior-point method |
| Keyword:
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kernel function |
| Keyword:
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polynomial complexity |
| MSC:
|
90C33 |
| MSC:
|
90C51 |
| DOI:
|
10.14736/kyb-2026-1-0055 |
| . |
| Date available:
|
2026-03-03T19:38:02Z |
| Last updated:
|
2026-03-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/153535 |
| . |
| Reference:
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| . |