A predictor-corrector infeasible-interior-point method for the Cartesian -LCP over symmetric cones with iteration complexity.

In this paper, we present a predictor-corrector infeasible-interior-point method for symmetric cone linear complementarity problem (SCLCP) with the Cartesian-property (-SCLCP). This method is based on a wide neighbourhood, which is an even wider neighbourhood than the negative infinity neighbourhood. We show that the iteration-complexity bound of the proposed algorithm for a commutative class of search directions is, whereis the condition number of matrixG,is the handicap of the problem,ris the rank of the associated Euclidean Jordan algebra andis a given tolerance. To our knowledge, this is the best complexity result obtained so far for the wide neighbourhood infeasible-interior-point methods for the Cartesian-SCLCPs. [ABSTRACT FROM PUBLISHER]