Paper Info
Title
Interior point method on semi-definite linear complementarity problems using the Nesterov–Todd (NT) search direction: polynomial complexity and local convergence
Abstract
We consider in this paper an infeasible predictor–corrector primal–dual path following interior point algorithm using the Nesterov–Todd search direction to solve semi-definite linear complementarity problems. Global convergence and polynomial iteration complexity of the algorithm are established. Two sufficient conditions are also given for superlinear convergence of iterates generated by the algorithm. Preliminary numerical results are finally provided when the algorithm is used to solve semi-definite linear complementarity problems.
Year
DOI
Venue
2019
10.1007/s10589-019-00110-z
Computational Optimization and Applications
Keywords
DocType
Volume
Nesterov–Todd (NT) direction, Predictor–corrector primal–dual path following interior point algorithm, Semi-definite linear complementarity problem, Polynomial complexity, Local convergence
Journal
74
Issue
ISSN
Citations 
2
1573-2894
1
PageRank 
References 
Authors
0.35
0
1
Name
Order
Citations
PageRank
Chee-Khian Sim1235.43