CCOR workshop on horizontal LCPs

CCOR in CIAS organizes a workshop entitled “A class of algebraically
equivalent transformations for symmetric cone horizontal linear complementarity
problems” with three speakers, Zsolt Darvay, Petra Renáta Rigó and Roland Török.

The date of the workshop is: September 22, 13:00-16:00
It will be organized in a hybrid way, you can attend in person in room C.510, or connect
online via Teams.
Petra Renáta Rigó: New predictor-corrector interior-point algorithm with AET
function having inflection point
We present a new predictor-corrector interior-point algorithm (PC IPA) for solving P*(Κ)-
linear complementarity problems. We use the algebraically equivalent transformation
(AET) technique in order to determine the search directions. In this method we apply the
function which has inflection point. It is interesting that the kernel corresponding to this
AET function is neither self-regular, nor eligible. We show that the iteration bound of the
algorithm matches the best known iteration bound for this type of PC IPAs given in the

Roland Török: Implementation of predictor-corrector interior-point method based on
a new AET fuction
In this presentation we show numerical results about a new predictor-corrector (PC)
interior-point algorithm (IPA) for solving sufficient linear complementarity problems. We
applied a function having inflection point on the nonlinear equation of the central path
system to define new search directions. We consider numerical results of our new method
compared to other PC IPAs that use different search directions.

14:00-14:30 Coffee break

Zsolt Darvay: A class of algebraically equivalent transformations for symmetric
cone horizontal linear complementarity problems
In this talk, we present a generalization of the interior-point algorithms (IPAs) introduced by
Illés, Rigó, and Török [Unified approach of primal-dual interior-point algorithms for a new
class of AET functions, Corvinus Econ. Work. Paper. 2022/02 (2022)]. This class of
algorithms is based on the algebraically equivalent transformation (AET) of the central
path system. We propose a modification of the class presented by Illés, Rigó, and Török.
In the general framework of P*(Κ)-horizontal linear complementarity problems over the
Cartesian product of symmetric cones, we prove the polynomial iteration complexity of the
new algorithms.

You can inquire about connecting online at the email address

We encourage all interested colleagues to participate at these interesting events.

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