An interior-point method for the Cartesian P*(k)-linear complementarity problem over symmetric cones | Zendy

Behrouz Kheirfam | Zendy

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An interior-point method for the Cartesian P*(k)-linear complementarity problem over symmetric cones

Author(s) -

Behrouz Kheirfam

Publication year - 2014

Publication title -

orion/orion

Language(s) - English

Resource type - Journals

eISSN - 2224-0004

pISSN - 0259-191X

DOI - 10.5784/30-1-140

Subject(s) - interior point method , complementarity (molecular biology) , cartesian coordinate system , linear complementarity problem , point (geometry) , mathematical optimization , mathematics , algorithm , upper and lower bounds , path (computing) , computer science , combinatorics , geometry , mathematical analysis , physics , nonlinear system , genetics , quantum mechanics , biology , programming language

A novel primal-dual path-following interior-point algorithm for the Cartesian P*(k)-linear complementarity problem over symmetric cones is presented. The algorithm is based on a reformulation of the central path for finding the search directions. For a full Nesterov-Todd step feasible interior-point algorithm based on the new search directions, the complexity bound of the algorithm with small-update approach is the best-available bound.

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