Existence of Search Directions in Interior-Point Algorithms for the SDP and the Monotone SDLCP
نویسندگان
چکیده
Various search directions used in interior-point-algorithms for the SDP (semidefinite program) and the monotone SDLCP (semide nite linear complementarity problem) are characterized by the intersection of a maximal monotone a ne subspace and a maximal and strictly antitone a ne subspace. This observation provides a uni ed geometric view over the existence of those search directions.
منابع مشابه
Asymptotic Behavior of Underlying NT Paths in Interior Point Methods for Monotone Semidefinite Linear Complementarity Problems
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