Name
Title | ||
|---|---|---|
A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction |
Abstract | ||
|---|---|---|
This paper proposes a globally convergent predictor-corrector infeasible-interior-point algorithm for the monotone semidefinite linear complementarity problem using the Alizadeh--Haeberly--Overton search direction, and shows its quadratic local convergence under the strict complementarity condition. |
Year | DOI | Venue |
|---|---|---|
1999 | 10.1137/S1052623496300623 | SIAM Journal on Optimization |
Keywords | Field | DocType |
semidefinite linear complementarity problem,semidefinite programming,interior-point algorithm,predictor-corrector algorithm,local convergence,quadratic convergence | Mathematical optimization,Quadratically constrained quadratic program,Algorithm,Complementarity theory,Lemke's algorithm,Mixed complementarity problem,Linear complementarity problem,Criss-cross algorithm,Semidefinite embedding,Mathematics,Semidefinite programming | Journal |
Volume | Issue | ISSN |
9 | 2 | 1052-6234 |
Citations | PageRank | References |
28 | 2.15 | 7 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Masakazu Kojima | 1 | 1603 | 222.51 |
| Masayuki Shida | 2 | 120 | 12.89 |
| Susumu Shindoh | 3 | 262 | 27.71 |