On Two Interior-Point Mappings for Nonlinear Semidefinite Complementarity Problems
نویسندگان
چکیده
Extending our previous work Monteiro and Pang (1996), this paper studies properties of two fundamental mappings associated with the family of interior-point methods for solving monotone nonlinear complementarity problems over the cone of symmetric positive semideenite matrices. The rst of these maps lead to a family of new continuous trajectories which include the central trajectory as a special case. These trajectories completely \\ll up" the set of interior feasible points of the problem in the same way as the weighted central paths do the interior of the feasible region of a linear program. Unlike the approach based on the theory of maximal monotone maps taken by Shida and Shindoh (1996) and Shida, Shindoh, and Kojima (1995), our approach is based on the theory of local homeomorphic maps in nonlinear analysis.
منابع مشابه
Improved infeasible-interior-point algorithm for linear complementarity problems
We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...
متن کاملA path following interior-point algorithm for semidefinite optimization problem based on new kernel function
In this paper, we deal to obtain some new complexity results for solving semidefinite optimization (SDO) problem by interior-point methods (IPMs). We define a new proximity function for the SDO by a new kernel function. Furthermore we formulate an algorithm for a primal dual interior-point method (IPM) for the SDO by using the proximity function and give its complexity analysis, and then we sho...
متن کاملAn Interior Point Algorithm for Solving Convex Quadratic Semidefinite Optimization Problems Using a New Kernel Function
In this paper, we consider convex quadratic semidefinite optimization problems and provide a primal-dual Interior Point Method (IPM) based on a new kernel function with a trigonometric barrier term. Iteration complexity of the algorithm is analyzed using some easy to check and mild conditions. Although our proposed kernel function is neither a Self-Regular (SR) fun...
متن کاملNon-Interior continuation methods for solving semidefinite complementarity problems
There recently has been much interest in non-interior continuation/smoothing methods for solving linear/nonlinear complementarity problems. We describe extensions of such methods to complementarity problems defined over the cone of block-diagonal symmetric positive semidefinite real matrices. These extensions involve the Chen-Mangasarian class of smoothing functions and the smoothed Fischer-Bur...
متن کاملInterior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
We study the continuous trajectories for solving monotone nonlinear mixed complementarity problems over symmetric cones. While the analysis in [5] depends on the optimization theory of convex log-barrier functions, our approach is based on the paper of Monteiro and Pang [17], where a vast set of conclusions concerning continuous trajectories is shown for monotone complementarity problems over t...
متن کاملذخیره 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 ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Oper. Res.
دوره 23 شماره
صفحات -
تاریخ انتشار 1998