An asymptotical \(O((k+1)n^3L)\) affine scaling algorithm for the \(P_*(k)\)-matrix linear complementarity problem (Q2725284)
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scientific article; zbMATH DE number 1619078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotical \(O((k+1)n^3L)\) affine scaling algorithm for the \(P_*(k)\)-matrix linear complementarity problem |
scientific article; zbMATH DE number 1619078 |
Statements
30 October 2001
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asymptotic iteration complexity
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generalized Dikin-type direction
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generalized affine scaling algorithm
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linear complementarity
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total computational complexity
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An asymptotical \(O((k+1)n^3L)\) affine scaling algorithm for the \(P_*(k)\)-matrix linear complementarity problem (English)
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Based on the generalized Dikin-type direction proposed by \textit{B. Jansen}, \textit{C. Roos} and \textit{R. Terlaky} [SIAM J. Optim. 7, 126-140 (1997; Zbl 0872.90026)], this paper describes a generalized affine scaling algorithm for solving the \(P_*(k)\)-matrix linear complementarity problem. Asymptotic iteration complexity \(O((k+1) nL)\) and total computational complexity \(O((k+ 1) n^3L)\) are proved.
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