A Wide Neighborhood Interior-Point Method for Cartesian P∗(κ)-LCP over Symmetric Cones

A Wide Neighborhood Interior-Point Method for Cartesian P∗(κ)-LCP over Symmetric Cones

In this paper, we propose an infeasible-interior-point method, based on a new wide neighborhood of the central path, for linear complementarity problems over symmetric cones with the Cartesian P∗(κ)-property. The convergence is shown for commutative class of search directions. Moreover, we analyze t...

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Veröffentlicht in:Journal of the Operations Research Society of China (Internet) 2015-09, Vol.3 (3), p.331-345
Hauptverfasser: Sayadi Shahraki, Marzieh, Mansouri, Hossein, Zangiabadi, Maryam
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Algorithms
Cartesian coordinates
Cones
Linear programming
Neighborhoods
Optimization
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Zusammenfassung:In this paper, we propose an infeasible-interior-point method, based on a new wide neighborhood of the central path, for linear complementarity problems over symmetric cones with the Cartesian P∗(κ)-property. The convergence is shown for commutative class of search directions. Moreover, we analyze the algorithm and obtain the complexity bounds, which coincide with the best-known results for the Cartesian P∗(κ)-SCLCPs. Some numerical tests are reported to illustrate our theoretical results.
ISSN:2194-668X
2194-6698
DOI:10.1007/s40305-015-0094-y