»ã±¨±êÌâ (Title)£º»ùÓں˺¯ÊýµÄÅ£¶Ù²½Çó½â -wLCP£©µÄÄÚµãËã·¨£¨Kernel-Based Full-Newton Step IPM for -wLCP£©

»ã±¨ÈË (Speaker)£º Íõ¹úÇ¿ ½ÌÊÚ£¨ÉϺ£¹¤³Ì¼¼Êõ´óѧ£©

»ã±¨¹¦·ò (Time)£º2023Äê11ÔÂ10ÈÕ(ÖÜÎå) 10:30-12:00

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In this talk, we consider a kernel-based full-Newton step feasible interior-point method (IPM) for -weighted linear complementarity problem (WLCP). The specific eligible kernel function is used to define an equivalent form of the central path, the proximity measure, and to obtain search directions. Full Newton steps are adopted to avoid the line search at each iteration. It is shown that with appropriate choices of the parameters, and a certain condition on the starting point, the iterations always lie in the defined neighborhood of the central path. Assuming strict feasibility of -WLCP, it is shown that the IPM converges to the -approximate solution of -WLCP in a polynomial number of iterations. Some numerical results are provided to indicate the computational performance of the full-Newton step feasible IPM.