Name
Title | ||
|---|---|---|
Analysis of infeasible-interior-point paths arising with semidefinite linear complementarity problems |
Abstract | ||
|---|---|---|
We consider semidefinite monotone linear complementarity problems (SDLCP) in the space *** equation here *** n of real symmetric n×n-matrices equipped with the cone *** equation here *** n+ of all symmetric positive semidefinite matrices. One may define weighted (using any M∈ *** equation here *** n++ as weight) infeasible interior point paths by replacing the standard condition XY=rI, r0, (that defines the usual central path) by (XY+YX)/2=rM. Under some mild assumptions (the most stringent is the existence of some strictly complementary solution of (SDLCP)), these paths have a limit as r↓0, and they depend analytically on all path parameters (such as r and M), even at the limit point r=0. |
Year | DOI | Venue |
|---|---|---|
2004 | 10.1007/s10107-003-0463-x | Math. Program. |
Keywords | Field | DocType |
linear complementarity problems,semidefinite programming,infeasible interior-point-paths | Discrete mathematics,Mathematical optimization,Combinatorics,Matrix (mathematics),Positive-definite matrix,Symmetric matrix,Linear complementarity problem,Limit point,Interior point method,Semidefinite programming,Monotone polygon,Mathematics | Journal |
Volume | Issue | ISSN |
99 | 3 | 0025-5610 |
Citations | PageRank | References |
12 | 0.67 | 10 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Martin Preiß | 1 | 12 | 0.67 |
| J. Stoer | 2 | 155 | 51.88 |