Title of article :
A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs
Author/Authors :
Nakhaei Amroudi ، Ali - Imam Hossein Comprehensive University , Shojaeifard ، Ali Reza - Imam Hossein Comprehensive University , Pirhaji ، Mohammad - Imam Hossein Comprehensive University
Abstract :
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 methods.
Keywords :
Mixed linear complementarity problem , Symmetric cone , Interior , point methods , Polynomial complexity
Journal title :
Sahand Communications in Mathematical Analysis
Journal title :
Sahand Communications in Mathematical Analysis
