A Predictor-Corrector Algorithms with Polynomial Convergence for SDLCP Based on the M-Z Family of Directions
نویسنده
چکیده
We establishes the polynomial convergence of a new class of pathfollowing methods for semidefinite linear complementarity problems, whose search directions belong to the class of directions introduced by Monteiro [9]. Namely, we show that the polynomial iteration-complexity bound of the well known algorithms for linear programming, namely the predictor-corrector algorithm of Mizuno and Ye, carry over to the context of SDLCP. Mathematics Subject Classification: 90C33, 65G20, 65G50
منابع مشابه
Polynomiality of primal-dual algorithms for semidefinite linear complementarity problems based on the Kojima-Shindoh-Hara family of directions
Kojima, Shindoh and Hara proposed a family of search directions for the semidefinite linear complementarity problem (SDLCP) and established polynomial convergence of a feasible short-step pathfollowing algorithm based on a particular direction of their family. The question of whether polynomiality could be established for any direction of their family thus remained an open problem. This paper a...
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