A full Nesterov-Todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem
نویسندگان
چکیده مقاله:
A full Nesterov-Todd (NT) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using Euclidean Jordan algebra. Two types of full NT-steps are used, feasibility steps and centering steps. The algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasibility steps, finds strictly feasible iterates for the next perturbed problem. By using centering steps for the new perturbed problem, strictly feasible iterates are obtained to be close enough to the central path of the new perturbed problem. The starting point depends on two positive numbers $rho_p$ and $rho_d$. The algorithm terminates either by finding an $epsilon$-solution or detecting that the symmetric cone linear complementarity problem has no optimal solution with vanishing duality gap satisfying a condition in terms of $rho_p$ and $rho_d$. The iteration bound coincides with the best known bound for infeasible interior-point methods.
منابع مشابه
a full nesterov-todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem
a full nesterov-todd (nt) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using euclidean jordan algebra. two types of full nt-steps are used, feasibility steps and centering steps. the algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasi...
متن کاملA Full Nesterov-todd Step Infeasible Interior-point Algorithm for Symmetric Cone Linear Complementarity Problem
A full Nesterov-Todd (NT) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using Euclidean Jordan algebra. Two types of full NT-steps are used, feasibility steps and centering steps. The algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasibility steps, finds...
متن کاملA New Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semi-Definite Optimization
We present a new full Nesterov and Todd step infeasible interior-point algorithm for semi-definite optimization. The algorithm decreases the duality gap and the feasibility residuals at the same rate. In the algorithm, we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Every main iteration of the algorithm consists of a feasibili...
متن کاملA Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs
An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point ...
متن کاملAn infeasible interior-point algorithm with full Nesterov-Todd step for second-order cone programming
This paper proposes an infeasible interior-point algorithm with full Nesterov-Todd step for second-order cone programming, which is an extension of the work of Roos (SIAM J. Optim., 16(4):1110–1136, 2006). The polynomial bound coincides with that of infeasible interior-point methods for linear programming, namely, O(l log l/ε).
متن کاملFull Nesterov-todd Step Interior-point Methods for Symmetric Optimization
Some Jordan algebras were proved more than a decade ago to be an indispensable tool in the unified study of interior-point methods. By using it, we generalize the infeasible interiorpoint method for linear optimization of Roos [SIAM J. Optim., 16(4):1110–1136 (electronic), 2006] to symmetric optimization. This unifies the analysis for linear, second-order cone and semidefinite optimizations.
متن کاملمنابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ذخیره در منابع من قبلا به منابع من ذحیره شده{@ msg_add @}
عنوان ژورنال
دوره 40 شماره 3
صفحات 541- 564
تاریخ انتشار 2014-06-01
با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.
میزبانی شده توسط پلتفرم ابری doprax.com
copyright © 2015-2023