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

Authors

n. mahdavi-amiri

faculty of‎ ‎mathematical sciences‎, ‎sharif‎ ‎university of technology‎, ‎tehran‎, ‎iran. b. kheirfam

azarbaijan shahid madani university, ‎tabriz‎, ‎iran.

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 society

جلد ۴۲، شماره Issue ۷ (Special Issue)، صفحات ۵۵-۶۶

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