Lee, Yong-Hoon; Cho, You-Young; Cho, Gyeong-Mi - In: Journal of Global Optimization 58 (2014) 1, pp. 137-149
In this paper, we propose interior-point algorithms for <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$P_* (\kappa )$$</EquationSource> </InlineEquation>-linear complementarity problem based on a new class of kernel functions. New search directions and proximity measures are defined based on these functions. We show that if a strictly feasible starting point is available,...</equationsource></inlineequation>
