Title of article :
An improved infeasible interior-point method for symmetric cone linear complementarity problem
Author/Authors :
-، - نويسنده Faculty of Mathematical Sciences, Sharif
University of Technology, Tehran, Iran. Mahdavi-Amiri, N. , -، - نويسنده Azarbaijan Shahid Madani University, Tabriz, Iran. Kheirfam, B.
Issue Information :
دوماهنامه با شماره پیاپی 0 سال 2016
Abstract :
We present an improved version of a full Nesterov-Todd step infeasible interior-point method for linear complementarityproblem over symmetric cone (Bull. Iranian Math. Soc., 40(3), 541-564, (2014)). In the earlier version, each iteration consisted of one so-called feasibility step and a few -at most three - centering steps. Here, each iteration consists of only a feasibility step. Thus, the new algorithm demands less work in each iteration and admits a simple analysis of complexity bound. The complexity result coincides with the best-known iteration bound for infeasible interior-point methods.
Journal title :
Bulletin of the Iranian Mathematical Society
Journal title :
Bulletin of the Iranian Mathematical Society