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A predictor-corrector infeasible-interior-point method for the Cartesian -LCP over symmetric cones with iteration complexity.
- Source :
- Optimization; Dec2016, Vol. 65 Issue 12, p2293-2308, 16p
- Publication Year :
- 2016
-
Abstract
- 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]
Details
- Language :
- English
- ISSN :
- 02331934
- Volume :
- 65
- Issue :
- 12
- Database :
- Complementary Index
- Journal :
- Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 119092875
- Full Text :
- https://doi.org/10.1080/02331934.2016.1231187