B. Kheirfam

[ 1 ] - A full NT-step O(n) infeasible interior-point method for Cartesian P_*(k) –HLCP over symmetric cones using exponential convexity

In this paper, by using the exponential convexity property of a barrier function, we propose an infeasible interior-point method for Cartesian P_*(k) horizontal linear complementarity problem over symmetric cones. The method uses Nesterov and Todd full steps, and we prove that the proposed algorithm is well define. The iteration bound coincides with the currently best iteration bound for the Ca...