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Interior-point algorithm based on general kernel function for monotone linear complementarity problem
Authors:Yong Liu  Yan-qin Bai
Institution:Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, P. R. China
Abstract:A polynomial interior-point algorithm is presented for monotone linear complementarity problem (MLCP) based on:a class of kernel functions with the general barrier term, which are called general kernel functions. Under the mild conditions for the barrier term, the complexity bound of algorithm in terms of such kernel function and its derivatives is obtained. The approach is actually an extension of the existing work which only used the specific kernel functions for the MLCP.
Keywords:monotone linear complementarity problem (MLCP)  interior-point method  kernel function  polynomial complex-ity
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