Djeffal EA, Djeffal L, Benoumelaz F.
New Complexity Analysis of the Path Following Method for Linear Complementarity Problem. In: Intelligent Mathematics II: Applied Mathematics and Approximation Theory. ; 2016.
Publisher's VersionAbstractIn this paper, we present an interior point algorithm for solving an optimization problem using the central path method. By an equivalent reformulation of the central path, we obtain a new search direction which targets at a small neighborhood of the central path. For a full-Newton step interior-point algorithm based on this search direction, the complexity bound of the algorithm is the best known for linear complementarity problem. For its numerical tests some strategies are used and indicate that the algorithm is efficient.
Djeffal EA, Djeffal L.
A path following interior-point algorithm for semidefinite optimization problem based on new kernel function. Journal of Mathematical Modeling [Internet]. 2016;4 (1) :35-58.
Publisher's VersionAbstractIn this paper, we deal to obtain some new complexity results for solving semidefinite optimization (SDO) problem by interior-point methods (IPMs). We define a new proximity function for the SDO by a new kernel function. Furthermore we formulate an algorithm for a primal dual interior-point method (IPM) for the SDO by using the proximity function and give its complexity analysis, and then we show that the worst-case iteration bound for our IPM is O(6(m+1)3m+42(m+1)Ψm+22(m+1)01θlognμ0ε)O(6(m+1)3m+42(m+1)Ψ0m+22(m+1)1θlognμ0ε), where m>4m>4.