NEW COMPLEXITY ANALYSIS OF PRIMAL-DUAL IMPS FOR P_*LAPS BASED ON LARGE UPDATES

Abstract

Abstract. In this paper we present new large-update primal-dual interior point algorithms for P * linear complementarity problems(LAPS) based on a class of kernel functions, ψ(t)It is the first to use this class of kernel functions in the complexity analysis of interior point method(IPM) for P * LAPS. We showed that if a strictly feasible starting point is available, then new large-update primal-dual interior point algorithms for P * LAPS have√ n log n log n ε ) complexity which is so far the best known complexity for large-update methods.