Title of article :
A full Nesterov-Todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem
Author/Authors :
Kheirfam، B. نويسنده Azarbaijan Shahid Madani University Kheirfam, B. , Mahdavi-Amiri، N. نويسنده Sharif University of Technology Mahdavi-Amiri, N.
Issue Information :
دوماهنامه با شماره پیاپی سال 2014
Abstract :
A full Nesterov-Todd (NT) step infeasible interior-point algorithm
is proposed for solving monotone linear complementarity problems
over symmetric cones by using Euclidean Jordan algebra. Two types of
full NT-steps are used, feasibility steps and centering steps. The
algorithm starts from strictly feasible iterates of a perturbed
problem, and, using the central path and feasibility steps, finds
strictly feasible iterates for the next perturbed problem. By using
centering steps for the new perturbed problem, strictly feasible
iterates are obtained to be close enough to the central path of the
new perturbed problem. The starting point depends on two positive
numbers $\rho_p$ and $\rho_d$. The algorithm terminates either by
finding an $\epsilon$-solution or detecting that the symmetric cone
linear complementarity problem has no optimal solution with
vanishing duality gap satisfying a condition in terms of $\rho_p$
and $\rho_d$. The iteration bound coincides with the best known
bound for infeasible interior-point methods.
Journal title :
Bulletin of the Iranian Mathematical Society
Journal title :
Bulletin of the Iranian Mathematical Society