A Predictor - Corrector Interior - Point Algorithm for the Semide nite Linear Complementarity Problem Using the Alizadeh - Haeberly - Overton Search
نویسنده
چکیده
This paper proposes a globally convergent predictor-corrector infeasible-interiorpoint algorithm for the monotone semide nite linear complementarity problem using the AlizadehHaeberly-Overton search direction, and shows its quadratic local convergence under the strict complementarity condition.
منابع مشابه
A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction
This note points out an error in the local quadratic convergence proof of the predictorcorrector interior-point algorithm for solving the semidefinite linear complementarity problem based on the Alizadeh–Haeberly–Overton search direction presented in [M. Kojima, M. Shida, and S. Shindoh, SIAM J. Optim., 9 (1999), pp. 444–465]. Their algorithm is slightly modified and the local quadratic converg...
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