Let C be a full dimensional, closed, pointed and convex cone in a nite dimensional real vector space E with an inner product hx;yi of x; y 2 E , andM a maximal monotone subset of E E . This paper studies the existence and continuity of centers of the monotone generalized complementarity problem associated with C and M: Find (x;y) 2 M\ (C C ) such that hx;yi = 0. Here C = fy 2 E : hx;yi 0 for al...

An infeasible interior-point algorithm for solving the$P_*$-matrix linear complementarity problem based on a kernelfunction with trigonometric barrier term is analyzed. Each (main)iteration of the algorithm consists of a feasibility step andseveral centrality steps, whose feasibility step is induced by atrigonometric kernel function. The complexity result coincides withthe best result for infea...

Various search directions used in interior-point-algorithms for the SDP (semidefinite program) and the monotone SDLCP (semide nite linear complementarity problem) are characterized by the intersection of a maximal monotone a ne subspace and a maximal and strictly antitone a ne subspace. This observation provides a uni ed geometric view over the existence of those search directions.

We prove necessary and sufficient conditions for locally Lipschitz Löwner operators to be monotone, strictly monotone and strongly monotone. Utilizing our characterization of the strict monotonicity of Löwner operators, we generalize Mangasarian class of Nonlinear Complementarity Problem (NCP)-functions to the setting of symmetric cone complementarity problem. This affirmatively answers a quest...

Linear complementarity problem noted (LCP) becames in present the subject of many reseach interest because it arises in many areas and it includes the two important domains in optimization:the linear programming (LP) and the convex quadratic (CQP) programming. So the researchers aims to extend the results obtained in (LP) and (CQP) to (LCP). Differents classes of methods are proposed to solve (...

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...