An interior-point method for the Cartesian P∗(κ)-linear complementarity problem over symmetric cones

نویسنده

  • B Kheirfam
چکیده

A novel primal-dual path-following interior-point algorithm for the Cartesian P∗(κ)-linear complementarity problem over symmetric cones is presented. The algorithm is based on a reformulation of the central path for finding the search directions. For a full Nesterov-Todd step feasible interior-point algorithm based on the new search directions, the complexity bound of the algorithm with small-update approach is the best-available bound.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A full NT-step O(n) infeasible interior-point method for Cartesian P_*(k) –HLCP over symmetric cones using exponential convexity

In this paper, by using the exponential convexity property of a barrier function, we propose an infeasible interior-point method for Cartesian P_*(k) horizontal linear complementarity problem over symmetric cones. The method uses Nesterov and Todd full steps, and we prove that the proposed algorithm is well define. The iteration bound coincides with the currently best iteration bound for the Ca...

متن کامل

An improved infeasible‎ ‎interior-point method for symmetric cone linear complementarity‎ ‎problem

We present an improved version of a full Nesterov-Todd step infeasible interior-point method for linear complementarityproblem over symmetric cone (Bull. Iranian Math. Soc., 40(3), 541-564, (2014)). In the earlier version, each iteration consisted of one so-called feasibility step and a few -at most three - centering steps. Here, each iteration consists of only a feasibility step. Thus, the new...

متن کامل

A full Nesterov-Todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem

‎A full Nesterov-Todd (NT) step infeasible interior-point algorithm‎ ‎is proposed for solving monotone linear complementarity problems‎ ‎over symmetric cones by using Euclidean Jordan algebra‎. ‎Two types of‎ ‎full NT-steps are used‎, ‎feasibility steps and centering steps‎. ‎The‎ ‎algorithm starts from strictly feasible iterates of a perturbed‎ ‎problem‎, ‎and, using the central path and feasi...

متن کامل

A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal Linear Complementarity Problem

In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.

متن کامل

New complexity analysis of interior - point methods for the Cartesian P ∗ ( κ ) - SCLCP

In this paper, we give a unified analysis for both largeand small-update interior-point methods for the Cartesian P∗(κ )-linear complementarity problem over symmetric cones based on a finite barrier. The proposed finite barrier is used both for determining the search directions and for measuring the distance between the given iterate and theμ-center for the algorithm. The symmetry of the result...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2014