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
Online-Zugang:	Volltext
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