Leírás
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13:00-13:30 Petra Renáta Rigó: New predictor-corrector interior-point algorithm with AET function having inflection point
We present a new predictor-corrector interior-point algorithm (PC IPA) for solving P*(Κ)-linear complementarity problems. We use the algebraically equivalent transformation (AET) technique in order to determine the search directions. In this method we apply the function which has inflection point. It is interesting that the kernel corresponding to this AET function is neither self-regular, nor eligible. We show that the iteration bound of the algorithm matches the best known iteration bound for this type of PC IPAs given in the literature.
13:30-14:00 Roland Török: Implementation of predictor-corrector interior-point method based on a new AET fuction
In this presentation we show numerical results about a new predictor-corrector (PC) interior-point algorithm (IPA) for solving sufficient linear complementarity problems. We applied a function having inflection point on the nonlinear equation of the central path system to define new search directions. We consider numerical results of our new method compared to other PC IPAs that use different search directions.
14:00-14:30 Coffee break
14:30-16:00 Zsolt Darvay: A class of algebraically equivalent transformations for symmetric cone horizontal linear complementarity problems
In this talk, we present a generalization of the interior-point algorithms (IPAs) introduced by Illés, Rigó, and Török [Unified approach of primal-dual interior-point algorithms for a new class of AET functions, Corvinus Econ. Work. Paper. 2022/02 (2022)]. This class of algorithms is based on the algebraically equivalent transformation (AET) of the central path system. We propose a modification of the class presented by Illés, Rigó, and Török. In the general framework of P*(Κ)-horizontal linear complementarity problems over the Cartesian product of symmetric cones, we prove the polynomial iteration complexity of the new algorithms.
For Zoom access please contact E.-Nagy Marianna (marianna.eisenberg-nagy[at]uni-corvinus.hu).