Title of article :
An improved infeasible‎ ‎interiorpoint method for symmetric cone linear complementarity‎ ‎problem
Author/Authors :
Kheirfam ، Behrouz - Azarbaijan Shahid Madani University , Mahdavi-Amiri ، Nezam - Sharif University of Technology
Pages :
12
From page :
55
To page :
66
Abstract :
We present an improved version of a full Nesterov-Todd step infeasible interior-point method for linear complementarity problem over symmetric cone (Bull. Iranian Math. Soc., 40, (2014), no. 3, 541–564). 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.
Keywords :
Linear complementarity problem , infeasible interior , point method , symmetric cones , polynomial complexity
Journal title :
Bulletin of the Iranian Mathematical Society
Serial Year :
2016
Journal title :
Bulletin of the Iranian Mathematical Society
Record number :
2456275
Link To Document :
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