Superlinear Convergence of an Infeasible Predictor-Corrector Path-Following Interior Point Algorithm for a Semidefinite Linear Complementarity Problem Using the Helmberg–Kojima–Monteiro Direction
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چکیده
منابع مشابه
Superlinear Convergence of an Infeasible Predictor-Corrector Path-Following Interior Point Algorithm for a Semidefinite Linear Complementarity Problem Using the Helmberg--Kojima--Monteiro Direction
An interior point method (IPM) defines a search direction at each interior point of a region. These search directions form a direction field which in turn gives rise to a system of ordinary differential equations (ODEs). The solutions of the system of ODEs can be viewed as underlying paths in the interior of the region. In [C.-K. Sim and G. Zhao, Math. Program. Ser. A, 110 (2007), pp. 475–499],...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2011
ISSN: 1052-6234,1095-7189
DOI: 10.1137/090779279