an improved infeasible interior-point method for symmetric cone linear complementarity problem
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abstract
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 consistedof one so-called feasibility step and a few -at most three -centering steps. here, each iteration consists of only a feasibilitystep. thus, the new algorithm demands less work in each iterationand admits a simple analysis of complexity bound. the complexityresult coincides with the best-known iteration bound for infeasibleinterior-point methods.
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Journal title:
bulletin of the iranian mathematical societyجلد ۴۲، شماره Issue ۷ (Special Issue)، صفحات ۵۵-۶۶
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