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| Paper IPM / M / 11451 |
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| Abstract: | |
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In this paper, motivated by the complexity results of Interior Point Methods (IPMs) for Linear Optimization (LO) based on kernel functions, we present a polynomial time IPM for solving P*(κ)-linear complementarity problem, using a new class of kernel functions. The special case of our new class was considered earlier for LO by Y. Q. Bai et al. in 2004. Using some appealing properties of the new class, we show that the iteration bound for IPMs matches the so far best known theoretical iteration bound for both large and small updates by choosing special values for the parameters of the new class.
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