Interior-point Methods For Monotone Linear Complementarity Problems Based on the New Kernel Function With Applications to Control Tabular Adjustment Problem.
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April 11, 2025
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Available in CDC Stacks on April 11, 2025, 12:00 AM
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Alternative Title:Statistics, Optimization & Information Computing, 2025, v. 13, no. 3: Interior-point Methods For Monotone Linear Complementarity Problems Based on the New Kernel Function With Applications to Control Tabular Adjustment Problem.
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Journal Article:Statistics, Optimization & Information Computing
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Personal Author:
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Description:We present a feasible kernel-based interior point method (IPM) to solve the monotone linear complementarity problem (LCP) which is based on an eligible kernel function with a new logarithmic barrier term. This kernel function defines the new search direction and the neighborhood of the central path. We show the global convergence of the algorithm and derive the iteration bounds for short- and long-step versions of the algorithm. We applied the method to solve a continuous Control Tabular Adjustment (CTA) problem which is an important Statistical Disclosure Limitation (SDL) model for protection of tabular data. Numerical results on a test example show that this algorithm is a viable option to the existing methods for solving continuous CTA problems. We also apply the algorithm to the set of randomly generated monotone LCPs showing that the initial implementation performs well on these instances of LCPs. However, this limited numerical testing is done for illustration purposes; an extensive numerical study is necessary to draw more definite conclusions on the behavior of the algorithm.
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Content Notes:Author manuscript
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Source:Statistics, Optimization & Information Computing, 2025, v. 13, no. 3
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DOI:
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ISSN:2311-004X ; 2310-5070
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Pubmed ID:40223819
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Pubmed Central ID:PMC11987674
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Pages in Document:900-921 (35 pdf pages)
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Volume:13
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Issue:3
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Main Document Checksum:urn:sha-512:8ff322d83919d6247ea0bc0c0d44c07cb85d353960fc05b9333877a1f8f2ed179962d186f46b8f8ce8d4f0120e94c65817b51a6749d4a27ca3e8e5d1c76e9cc2
Supporting Files
File Language:
English
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