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December  2021, 11(4): 513-531. doi: 10.3934/naco.2020053

## A primal-dual interior point method for $P_{\ast }\left( \kappa \right)$-HLCP based on a class of parametric kernel functions

 Laboratoire de Mathématiques Fondamentales et Numériques, Université Ferhat Abbas Sétif1. Sétif. Algérie

Received  June 2020 Revised  October 2020 Published  December 2021 Early access  November 2020

In an attempt to improve theoretical complexity of large-update methods, in this paper, we propose a primal-dual interior-point method for $P_{\ast}\left( \kappa \right)$-horizontal linear complementarity problem. The method is based on a class of parametric kernel functions. We show that the corresponding algorithm has $O\left( \left( 1+2\kappa \right) p^{2}n^{\frac{2+p}{2\left( 1+p\right) }}\log \frac{n}{\epsilon }\right)$ iteration complexity for large-update methods and we match the best known iteration bounds with special choice of the parameter $p$ for $P_{\ast }\left(\kappa \right)$-horizontal linear complementarity problem that is $O\left(\left( 1+2\kappa \right) \sqrt{n}\log n\log \frac{n}{\epsilon }\right)$. We illustrate the performance of the proposed kernel function by some comparative numerical results that are derived by applying our algorithm on five kernel functions.

Citation: Nadia Hazzam, Zakia Kebbiche. A primal-dual interior point method for $P_{\ast }\left( \kappa \right)$-HLCP based on a class of parametric kernel functions. Numerical Algebra, Control & Optimization, 2021, 11 (4) : 513-531. doi: 10.3934/naco.2020053
##### References:
 [1] M. Achache, Complexity analysis of a weighted-full-Newton step interior-point algorithm for $P_{\ast }\left(\kappa \right)$-LCP, RAIRO-Oper. Res., 50 (2016), 131-143.  doi: 10.1051/ro/2015020.  Google Scholar [2] M. Achache and N. Tabchouche, Complexity analysis and numerical implementation of large-update interior-point methods for SDLCP based on a new parametric barrier kernel function, Optimization, 67 (2018), 1211-1230.  doi: 10.1080/02331934.2018.1462356.  Google Scholar [3] S. Asadi and H. Mansouri, Polynomial interior-point algorithm for $P_{\ast }\left(\kappa \right)$-horizontal linear complementarity problems, Numer. Algorithms, 63 (2013), 385-398.  doi: 10.1007/s11075-012-9628-0.  Google Scholar [4] S. Asadi, H. Mansouri and M. Zangiabadi, A class of path-following interior-point methods for $P_{\ast }\left(\kappa \right)$-horizontal linear complementarity problems, J. Oper Res Soc China, 3 (2015), 17-30.  doi: 10.1007/s40305-015-0070-6.  Google Scholar [5] S. Asadi, M. Zangiabadi and H. Mansouri, An infeasible interior-point algorithm with full-Newton steps for $P_{\ast }\left(\kappa \right)$-horizontal linear complementarity problems based on a kernel function, J. Appl. Math. Comput., 50 (2016), 15-37.  doi: 10.1007/s12190-014-0856-4.  Google Scholar [6] Y. Q. Bai, M. El Ghami and C. Roos, A new efficient large-update primal-dual interior-point method based on a finite barrier, SIAM J. Optim., 13 (2003), 766-782.  doi: 10.1137/S1052623401398132.  Google Scholar [7] Y. Q. Bai, M. El Ghami and C. Roos, A comparative study of kernel functions for primal-dual interior-point algorithms in linear optimization, SIAM J. Optim., 15 (2004), 101-128.  doi: 10.1137/S1052623403423114.  Google Scholar [8] Y. Q. Bai and C. Roos, A primal-dual interior-point method based on a new kernel function with linear growth rate, Proceedings of the 9th Australian Optimization Day, 2002. Google Scholar [9] M. Bouafia, D. Benterki and A. Yassine, An efficient primal–dual interior point method for linear programming problems based on a new kernel function with a trigonometric barrier term, J. Optim. Theory Appl., 170 (2016), 528-545.  doi: 10.1007/s10957-016-0895-0.  Google Scholar [10] Ch. Chennouf, Extension d'une Méthode de Point Intérieur au Problème Complémentaire Linéaire avec $P_{\ast }\left(\kappa \right)-$matrice, Mémoire de Master $2,$ Université Ferhat Abbas Sétif1, Algérie, 2018. Google Scholar [11] G. M. Cho and M. K. Kim, A new large-update interior point algorithm for $P_{\ast}\left(\kappa \right)$ LCPs based on kernel functions, Appl. Math. Comput., 182 (2006), 1169-1183.  doi: 10.1016/j.amc.2006.04.060.  Google Scholar [12] G. M. Cho, A new large–update interior point algorithm for $P_{\ast}\left(\kappa \right)$ linear complementarity problems, J. Comput. Appl. Math., 216 (2008), 256-278.  doi: 10.1016/j.cam.2007.05.007.  Google Scholar [13] G. M. Cho, Large–update interior point algorithm for $P_{\ast }$-linear complementarity problem, J. Inequalities Appl., 363 (2014), 1-12.  doi: 10.1186/1029-242X-2014-363.  Google Scholar [14] R. W. Cottle, J. S. Pang and R. E. Stone, The Linear Complementarity Problem, Academic Press, San Diego, 1992.   Google Scholar [15] M. El Ghami and T. Steihaug, Kernel–function based primal-dual algorithms for $P_{\ast }\left(\kappa \right)$ linear comlementarity problem, RAIRO-Oper. Res., 44 (2010), 185-205.  doi: 10.1051/ro/2010014.  Google Scholar [16] M. El Ghami and G. Q. Wang, Interior–point methods for $P_{\ast}\left(\kappa \right)$ linear comlementarity problem based on generalized trigonometric barrier function, International Journal of Applied Mathematics, (2017), 11–33. doi: 10.12732/ijam.v30i1.2.  Google Scholar [17] S. Fathi-Hafshejani and A. Fakharzadeh Jahromi, An interior point method for $P_{\ast}\left(\kappa \right)$-horizontal linear complementarity problem based on a new proximity function, J. Appl. Math. Comput., 62 (2020), 281-300.  doi: 10.1007/s12190-019-01284-9.  Google Scholar [18] S. Fathi-Hafshejani, H. Mansouri and M. Peyghamic, An interior-point algorithm for $P_{\ast }\left(\kappa \right)$-linear complementarity problem based on a new trigonometric kernel functions, Journal of Mathematical Modeling, 5 (2017), 171-197.   Google Scholar [19] P. Ji, M. Zhang and X. Li, A Primal-dual large-update interior-point algorithm for $P_{\ast}(\kappa)$-LCP based on a new class of kernel functions, Acta Mathematicae Applicatae Sinica, English Series, 34 (2018), 119-134.  doi: 10.1007/s10255-018-0729-y.  Google Scholar [20] M. Kojima, N. Megiddo, T. Noma and A. Yoshise, A unified approach to interior point algorithms for linear complementarity problems: A summary, Operations Research Letters, 10 (1991), 247-254.  doi: 10.1016/0167-6377(91)90010-M.  Google Scholar [21] Y. Lee, Y. Cho and G. Cho, Kernel function based interior-point methods for horizontal linear complementarity problems, Journal of Inequalities and Applications, (2013), Article number: 215. doi: 10.1186/1029-242X-2013-215.  Google Scholar [22] G. Lesaja and C. Roos, Unified analysis of kernel–based interior–point methods for $P_{\ast } (\kappa)$-LCP, SIAM Journal on Optimization, 20 (2010), 3014-3039.  doi: 10.1137/090766735.  Google Scholar [23] J. Peng, C. Roos and T. Terlaky, Self-regular functions and new search directions for linear and semidefinite optimization, Math. Program., Ser., 93 (2002), 129-171.  doi: 10.1007/s101070200296.  Google Scholar [24] Z. G. Qian and Y. Q. Bai, Primal-dual interior point algorithm with dynamic step-size based on kernel function for linear programming, Journal of Shanghai University (English Edition), 9 (2005), 391-396.  doi: 10.1007/s11741-005-0021-2.  Google Scholar [25] M. Reza Peyghami, S. Fathi Hafshejani and L. Shirvani, Complexity of interior-point methods for linear optimization based on a new trigonometric kernel function, Journal of Computational and Applied Mathematics, 2 (2014), 74-85.  doi: 10.1016/j.cam.2013.04.039.  Google Scholar [26] C. Roos, T. Terlaky and J. Ph. Vial, Theory and Algorithms for Linear optimization. An Interior Point Approach, John Wiley and Sons, Chichester, 1997.  Google Scholar [27] G. Q. Wang and Y. Q. Bai, Polynomial interior-point algorithm for $P_{\ast}\left(\kappa \right)$ horizontal linear complementarity problem, J. Comput. Appl. Math., 233 (2009), 248-263.  doi: 10.1016/j.cam.2009.07.014.  Google Scholar [28] S. J. Wright, Primal-Dual Interior Point Methods, SIAM, 1997. doi: 10.1137/1.9781611971453.  Google Scholar

show all references

##### References:
 [1] M. Achache, Complexity analysis of a weighted-full-Newton step interior-point algorithm for $P_{\ast }\left(\kappa \right)$-LCP, RAIRO-Oper. Res., 50 (2016), 131-143.  doi: 10.1051/ro/2015020.  Google Scholar [2] M. Achache and N. Tabchouche, Complexity analysis and numerical implementation of large-update interior-point methods for SDLCP based on a new parametric barrier kernel function, Optimization, 67 (2018), 1211-1230.  doi: 10.1080/02331934.2018.1462356.  Google Scholar [3] S. Asadi and H. Mansouri, Polynomial interior-point algorithm for $P_{\ast }\left(\kappa \right)$-horizontal linear complementarity problems, Numer. Algorithms, 63 (2013), 385-398.  doi: 10.1007/s11075-012-9628-0.  Google Scholar [4] S. Asadi, H. Mansouri and M. Zangiabadi, A class of path-following interior-point methods for $P_{\ast }\left(\kappa \right)$-horizontal linear complementarity problems, J. Oper Res Soc China, 3 (2015), 17-30.  doi: 10.1007/s40305-015-0070-6.  Google Scholar [5] S. Asadi, M. Zangiabadi and H. Mansouri, An infeasible interior-point algorithm with full-Newton steps for $P_{\ast }\left(\kappa \right)$-horizontal linear complementarity problems based on a kernel function, J. Appl. Math. Comput., 50 (2016), 15-37.  doi: 10.1007/s12190-014-0856-4.  Google Scholar [6] Y. Q. Bai, M. El Ghami and C. Roos, A new efficient large-update primal-dual interior-point method based on a finite barrier, SIAM J. Optim., 13 (2003), 766-782.  doi: 10.1137/S1052623401398132.  Google Scholar [7] Y. Q. Bai, M. El Ghami and C. Roos, A comparative study of kernel functions for primal-dual interior-point algorithms in linear optimization, SIAM J. Optim., 15 (2004), 101-128.  doi: 10.1137/S1052623403423114.  Google Scholar [8] Y. Q. Bai and C. Roos, A primal-dual interior-point method based on a new kernel function with linear growth rate, Proceedings of the 9th Australian Optimization Day, 2002. Google Scholar [9] M. Bouafia, D. Benterki and A. Yassine, An efficient primal–dual interior point method for linear programming problems based on a new kernel function with a trigonometric barrier term, J. Optim. Theory Appl., 170 (2016), 528-545.  doi: 10.1007/s10957-016-0895-0.  Google Scholar [10] Ch. Chennouf, Extension d'une Méthode de Point Intérieur au Problème Complémentaire Linéaire avec $P_{\ast }\left(\kappa \right)-$matrice, Mémoire de Master $2,$ Université Ferhat Abbas Sétif1, Algérie, 2018. Google Scholar [11] G. M. Cho and M. K. Kim, A new large-update interior point algorithm for $P_{\ast}\left(\kappa \right)$ LCPs based on kernel functions, Appl. Math. Comput., 182 (2006), 1169-1183.  doi: 10.1016/j.amc.2006.04.060.  Google Scholar [12] G. M. Cho, A new large–update interior point algorithm for $P_{\ast}\left(\kappa \right)$ linear complementarity problems, J. Comput. Appl. Math., 216 (2008), 256-278.  doi: 10.1016/j.cam.2007.05.007.  Google Scholar [13] G. M. Cho, Large–update interior point algorithm for $P_{\ast }$-linear complementarity problem, J. Inequalities Appl., 363 (2014), 1-12.  doi: 10.1186/1029-242X-2014-363.  Google Scholar [14] R. W. Cottle, J. S. Pang and R. E. Stone, The Linear Complementarity Problem, Academic Press, San Diego, 1992.   Google Scholar [15] M. El Ghami and T. Steihaug, Kernel–function based primal-dual algorithms for $P_{\ast }\left(\kappa \right)$ linear comlementarity problem, RAIRO-Oper. Res., 44 (2010), 185-205.  doi: 10.1051/ro/2010014.  Google Scholar [16] M. El Ghami and G. Q. Wang, Interior–point methods for $P_{\ast}\left(\kappa \right)$ linear comlementarity problem based on generalized trigonometric barrier function, International Journal of Applied Mathematics, (2017), 11–33. doi: 10.12732/ijam.v30i1.2.  Google Scholar [17] S. Fathi-Hafshejani and A. Fakharzadeh Jahromi, An interior point method for $P_{\ast}\left(\kappa \right)$-horizontal linear complementarity problem based on a new proximity function, J. Appl. Math. Comput., 62 (2020), 281-300.  doi: 10.1007/s12190-019-01284-9.  Google Scholar [18] S. Fathi-Hafshejani, H. Mansouri and M. Peyghamic, An interior-point algorithm for $P_{\ast }\left(\kappa \right)$-linear complementarity problem based on a new trigonometric kernel functions, Journal of Mathematical Modeling, 5 (2017), 171-197.   Google Scholar [19] P. Ji, M. Zhang and X. Li, A Primal-dual large-update interior-point algorithm for $P_{\ast}(\kappa)$-LCP based on a new class of kernel functions, Acta Mathematicae Applicatae Sinica, English Series, 34 (2018), 119-134.  doi: 10.1007/s10255-018-0729-y.  Google Scholar [20] M. Kojima, N. Megiddo, T. Noma and A. Yoshise, A unified approach to interior point algorithms for linear complementarity problems: A summary, Operations Research Letters, 10 (1991), 247-254.  doi: 10.1016/0167-6377(91)90010-M.  Google Scholar [21] Y. Lee, Y. Cho and G. Cho, Kernel function based interior-point methods for horizontal linear complementarity problems, Journal of Inequalities and Applications, (2013), Article number: 215. doi: 10.1186/1029-242X-2013-215.  Google Scholar [22] G. Lesaja and C. Roos, Unified analysis of kernel–based interior–point methods for $P_{\ast } (\kappa)$-LCP, SIAM Journal on Optimization, 20 (2010), 3014-3039.  doi: 10.1137/090766735.  Google Scholar [23] J. Peng, C. Roos and T. Terlaky, Self-regular functions and new search directions for linear and semidefinite optimization, Math. Program., Ser., 93 (2002), 129-171.  doi: 10.1007/s101070200296.  Google Scholar [24] Z. G. Qian and Y. Q. Bai, Primal-dual interior point algorithm with dynamic step-size based on kernel function for linear programming, Journal of Shanghai University (English Edition), 9 (2005), 391-396.  doi: 10.1007/s11741-005-0021-2.  Google Scholar [25] M. Reza Peyghami, S. Fathi Hafshejani and L. Shirvani, Complexity of interior-point methods for linear optimization based on a new trigonometric kernel function, Journal of Computational and Applied Mathematics, 2 (2014), 74-85.  doi: 10.1016/j.cam.2013.04.039.  Google Scholar [26] C. Roos, T. Terlaky and J. Ph. Vial, Theory and Algorithms for Linear optimization. An Interior Point Approach, John Wiley and Sons, Chichester, 1997.  Google Scholar [27] G. Q. Wang and Y. Q. Bai, Polynomial interior-point algorithm for $P_{\ast}\left(\kappa \right)$ horizontal linear complementarity problem, J. Comput. Appl. Math., 233 (2009), 248-263.  doi: 10.1016/j.cam.2009.07.014.  Google Scholar [28] S. J. Wright, Primal-Dual Interior Point Methods, SIAM, 1997. doi: 10.1137/1.9781611971453.  Google Scholar
Some kernel functions
 ${\psi _1}(t) = p\left( {\frac{{{t^2} - 1}}{2}} \right) + \frac{4}{\pi }\left( {{{\tan }^p}\left( {\frac{\pi }{{2t + 2}}} \right) - 1} \right),t > 0,p \ge \sqrt 2 ,$$\alpha_{1}=\frac{1}{(1+2 \kappa)\left(9 p+4 \pi p^{2}\right)\left(\frac{8}{p}+2\right)^{\frac{p+2}{p+1}}}. \psi_{2}(t)=\frac{t^{2}-1}{2}-\log t+\frac{1}{8} \tan ^{2}\left(\frac{\pi(1-t)}{2+4 t}\right), t>0,[25]$$\alpha_{2}=\frac{1}{(1+2 \kappa) 5020 \delta^{\frac{4}{3}}}.$ $\psi_{3}(t)=t-1+\frac{t^{1-q}-1}{q-1}, t>0, q \geq 2,[8]$$\alpha_{3}=\frac{1}{(1+2 \kappa) q(2 \delta+1)^{\frac{1}{q}}(4 \delta+1)}. \psi_{4}(t)=\frac{t^{2}-1}{2}+\frac{q^{\frac{1}{t}-1}}{q \log q}-\frac{q-1}{q}(t-1), q>1,[2]$$\alpha_{4}=\frac{1}{(1+2 \kappa)(\log q+2)(1+4 \delta)\left(2+\frac{\log (1+4 \delta)}{\log q}\right)}.$ $\psi_{5}(t)=\frac{t^{2}-1}{2}+\frac{4}{p \pi}\left(\tan ^{p}\left(\frac{\pi}{2 t+2}\right)-1\right), t>0, p \geq 2,[9]$$\alpha_{5}=\frac{1}{(1+2 \kappa)(9+4 p \pi)(8 \delta+2)^{\frac{p+2}{p+1}}}.  {\psi _1}(t) = p\left( {\frac{{{t^2} - 1}}{2}} \right) + \frac{4}{\pi }\left( {{{\tan }^p}\left( {\frac{\pi }{{2t + 2}}} \right) - 1} \right),t > 0,p \ge \sqrt 2 ,$$\alpha_{1}=\frac{1}{(1+2 \kappa)\left(9 p+4 \pi p^{2}\right)\left(\frac{8}{p}+2\right)^{\frac{p+2}{p+1}}}.$ $\psi_{2}(t)=\frac{t^{2}-1}{2}-\log t+\frac{1}{8} \tan ^{2}\left(\frac{\pi(1-t)}{2+4 t}\right), t>0,[25]$$\alpha_{2}=\frac{1}{(1+2 \kappa) 5020 \delta^{\frac{4}{3}}}. \psi_{3}(t)=t-1+\frac{t^{1-q}-1}{q-1}, t>0, q \geq 2,[8]$$\alpha_{3}=\frac{1}{(1+2 \kappa) q(2 \delta+1)^{\frac{1}{q}}(4 \delta+1)}.$ $\psi_{4}(t)=\frac{t^{2}-1}{2}+\frac{q^{\frac{1}{t}-1}}{q \log q}-\frac{q-1}{q}(t-1), q>1,[2]$$\alpha_{4}=\frac{1}{(1+2 \kappa)(\log q+2)(1+4 \delta)\left(2+\frac{\log (1+4 \delta)}{\log q}\right)}. \psi_{5}(t)=\frac{t^{2}-1}{2}+\frac{4}{p \pi}\left(\tan ^{p}\left(\frac{\pi}{2 t+2}\right)-1\right), t>0, p \geq 2,[9]$$\alpha_{5}=\frac{1}{(1+2 \kappa)(9+4 p \pi)(8 \delta+2)^{\frac{p+2}{p+1}}}.$
 $\psi _{1}\left( t\right)$ $\psi _{2}\left( t\right)$ $\psi _{3}\left( t\right)$ $\psi _{4}\left( t\right)$ $\psi _{5}\left( t\right)$ Inn $5$ $282$ $10$ $16$ $5$ Time $0.07$ $0.18$ $0.062$ $0.06$ $0.06$
 $\psi _{1}\left( t\right)$ $\psi _{2}\left( t\right)$ $\psi _{3}\left( t\right)$ $\psi _{4}\left( t\right)$ $\psi _{5}\left( t\right)$ Inn $5$ $282$ $10$ $16$ $5$ Time $0.07$ $0.18$ $0.062$ $0.06$ $0.06$
 $\psi _{1}\left( t\right)$ $\psi _{2}\left( t\right)$ $\psi _{3}\left( t\right)$ $\psi _{4}\left( t\right)$ $\psi _{5}\left( t\right)$ Inn $7$ $167$ $12$ $19$ $10$ Time $0.06$ $0.10$ $0.06$ $0.063$ $0.07$
 $\psi _{1}\left( t\right)$ $\psi _{2}\left( t\right)$ $\psi _{3}\left( t\right)$ $\psi _{4}\left( t\right)$ $\psi _{5}\left( t\right)$ Inn $7$ $167$ $12$ $19$ $10$ Time $0.06$ $0.10$ $0.06$ $0.063$ $0.07$
 $n=3$ $n=100$ $n=150$ Inn Time Inn Time Inn Time $\psi _{1}\left( t\right)$ $4$ $0.06$ $12$ $0.45$ $18$ $3.06$ $\psi _{2}\left( t\right)$ $179$ $0.11$ $70$ $9.07$ $1447$ $11.6$ $\psi _{3}\left( t\right)$ $15$ $0.06$ $52$ $0.19$ $77$ $0.91$ $\psi _{4}\left( t\right)$ $14$ $0.063$ $-$ $-$ $-$ $-$ $\psi _{5}\left( t\right)$ $8$ $0.068$ $23$ $0.63$ $28$ $2.30$
 $n=3$ $n=100$ $n=150$ Inn Time Inn Time Inn Time $\psi _{1}\left( t\right)$ $4$ $0.06$ $12$ $0.45$ $18$ $3.06$ $\psi _{2}\left( t\right)$ $179$ $0.11$ $70$ $9.07$ $1447$ $11.6$ $\psi _{3}\left( t\right)$ $15$ $0.06$ $52$ $0.19$ $77$ $0.91$ $\psi _{4}\left( t\right)$ $14$ $0.063$ $-$ $-$ $-$ $-$ $\psi _{5}\left( t\right)$ $8$ $0.068$ $23$ $0.63$ $28$ $2.30$
 $n=3$ $n=50$ $n=150$ Inn Time Inn Time Inn Time $\psi _{1}\left( t\right)$ $3$ $0.07$ $10$ $0.12$ $19$ $1.73$ $\psi _{2}\left( t\right)$ $259$ $0.15$ $615$ $0.67$ $1301$ $13.96$ $\psi _{3}\left( t\right)$ $16$ $0.05$ $215$ $0.45$ $71$ $0.64$ $\psi _{4}\left( t\right)$ $18$ $0.05$ $-$ $-$ $-$ $-$ $\psi _{5}\left( t\right)$ $12$ $0.07$ $18$ $0.15$ $39$ $2.47$
 $n=3$ $n=50$ $n=150$ Inn Time Inn Time Inn Time $\psi _{1}\left( t\right)$ $3$ $0.07$ $10$ $0.12$ $19$ $1.73$ $\psi _{2}\left( t\right)$ $259$ $0.15$ $615$ $0.67$ $1301$ $13.96$ $\psi _{3}\left( t\right)$ $16$ $0.05$ $215$ $0.45$ $71$ $0.64$ $\psi _{4}\left( t\right)$ $18$ $0.05$ $-$ $-$ $-$ $-$ $\psi _{5}\left( t\right)$ $12$ $0.07$ $18$ $0.15$ $39$ $2.47$
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