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
نویسندگان
چکیده
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 convergence of the resulting method is established.
منابع مشابه
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 15 شماره
صفحات -
تاریخ انتشار 2005