An improved infeasible interior-point method for symmetric cone linear complementarity problem
نویسندگان
چکیده مقاله:
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 consisted of one so-called feasibility step and a few -at most three - centering steps. Here, each iteration consists of only a feasibility step. Thus, the new algorithm demands less work in each iteration and admits a simple analysis of complexity bound. The complexity result coincides with the best-known iteration bound for infeasible interior-point methods.
منابع مشابه
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عنوان ژورنال
دوره 42 شماره Issue 7 (Special Issue)
صفحات 55- 66
تاریخ انتشار 2016-12-18
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