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
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
Journal title :
Bulletin of the Iranian Mathematical Society