Recently, [Y.Q. Bai, M. El Ghami and C. Roos, SIAM J. Opt. 15 (2004) 101-128] investigated a new class of kernel functions which differs from the class of self-regular kernel functions. The class is defined by some simple conditions on the growth and the barrier behavior of the kernel function. In this paper we generalize the analysis presented in the above paper for Linear Complementarity Problems (LCPs). The analysis for LCPs deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.
Mots-clés : interior-point, central paths, kernel functions, primal-dual method, large update, small update, linear complementarity problem
@article{RO_2010__44_3_185_0, author = {EL Ghami, M. and Steihaug, T.}, title = {Kernel-function based primal-dual algorithms for $P*(\kappa )$ linear complementarity problems}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {185--205}, publisher = {EDP-Sciences}, volume = {44}, number = {3}, year = {2010}, doi = {10.1051/ro/2010014}, mrnumber = {2762793}, zbl = {1206.90191}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/ro/2010014/} }
TY - JOUR AU - EL Ghami, M. AU - Steihaug, T. TI - Kernel-function based primal-dual algorithms for $P*(\kappa )$ linear complementarity problems JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2010 SP - 185 EP - 205 VL - 44 IS - 3 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ro/2010014/ DO - 10.1051/ro/2010014 LA - en ID - RO_2010__44_3_185_0 ER -
%0 Journal Article %A EL Ghami, M. %A Steihaug, T. %T Kernel-function based primal-dual algorithms for $P*(\kappa )$ linear complementarity problems %J RAIRO - Operations Research - Recherche Opérationnelle %D 2010 %P 185-205 %V 44 %N 3 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ro/2010014/ %R 10.1051/ro/2010014 %G en %F RO_2010__44_3_185_0
EL Ghami, M.; Steihaug, T. Kernel-function based primal-dual algorithms for $P*(\kappa )$ linear complementarity problems. RAIRO - Operations Research - Recherche Opérationnelle, Tome 44 (2010) no. 3, pp. 185-205. doi : 10.1051/ro/2010014. http://archive.numdam.org/articles/10.1051/ro/2010014/
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