Ali Nakhaei Amroudi, A. Shojaeifard, Mojtaba Pirhaji
{"title":"A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs","authors":"Ali Nakhaei Amroudi, A. Shojaeifard, Mojtaba Pirhaji","doi":"10.22130/SCMA.2018.67206.260","DOIUrl":null,"url":null,"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.","PeriodicalId":38924,"journal":{"name":"Communications in Mathematical Analysis","volume":"14 1","pages":"127-146"},"PeriodicalIF":0.0000,"publicationDate":"2019-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Mathematical Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.22130/SCMA.2018.67206.260","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0
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.
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