A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs

Author(s):

Ali Nakhaei Amroudi * , Ali Reza Shojaeifard , Mojtaba Pirhaji

Message:
Article Type:
Research/Original Article (بدون رتبه معتبر)
Abstract:
An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point methods.
Keywords:

Mixed linear complementarity problem , Symmetric cone , Interior-point methods , Polynomial complexity

Language:
English
Published:
Sahand Communications in Mathematical Analysis, Volume:14 Issue: 1, Spring 2019
Pages:
127 to 146
https://magiran.com/p1972204  
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