Monotone Semide nite Complementarity Problems

نویسندگان

  • Masayuki Shida
  • Susumu Shindoh
چکیده

In this paper, we study some basic properties of the monotone semide nite nonlinear complementarity problem (SDCP). We show that the trajectory continuously accumulates into the solution set of the SDCP passing through the set of the infeasible but positive de nite matrices under certain conditions. Especially, for the monotone semide nite linear complementarity problem, the trajectory converges to an analytic center of the solution set, provided that there exists a strictly complementary solution. Finally, we propose the globally convergent infeasible-interior-point algorithm for the SDCP.

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تاریخ انتشار 1996