Name
Title | ||
|---|---|---|
Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs |
Abstract | ||
|---|---|---|
An example of an SDP (semidefinite program) exhibits a substantial difficulty in proving the superlinear convergence of a direct extension of the Mizuno—Todd—Ye type predictor—corrector primal-dual interior-point method for LPs (linear programs) to SDPs, and suggests that we need to force the generated sequence to converge to a solution tangentially to the central path (or trajectory). A Mizuno—Todd—Ye type predictor—corrector infeasible-interior-point algorithm incorporating this additional restriction for monotone SDLCPs (semidefinite linear complementarity problems) enjoys superlinear convergence under strict complementarity and nondegeneracy conditions. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V. |
Year | DOI | Venue |
|---|---|---|
1998 | 10.1007/BF01581723 | Math. Program. |
Keywords | Field | DocType |
Semidefinite programming, Infeasible-interior-point method, Predictor—correctormethod, Superlinear convergence, Primal—dual nondegeneracy | Convergence (routing),Complementarity (molecular biology),Mathematical optimization,Algorithm,Local convergence,Linear complementarity problem,Predictor–corrector method,Interior point method,Mathematics,Semidefinite programming,Monotone polygon | Journal |
Volume | Issue | ISSN |
80 | 2 | 1436-4646 |
Citations | PageRank | References |
53 | 4.91 | 17 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Masakazu Kojima | 1 | 1603 | 222.51 |
| Masayuki Shida | 2 | 120 | 12.89 |
| Susumu Shindoh | 3 | 262 | 27.71 |