• Title of article

    An improved infeasible‎ ‎interiorpoint method for symmetric cone linear complementarity‎ ‎problem

  • Author/Authors

    Kheirfam ، Behrouz - Azarbaijan Shahid Madani University , Mahdavi-Amiri ، Nezam - Sharif University of Technology

  • Pages
    12
  • From page
    55
  • To page
    66
  • Abstract
    We present an improved version of a full Nesterov-Todd step infeasible interior-point method for linear complementarity problem over symmetric cone (Bull. Iranian Math. Soc., 40, (2014), no. 3, 541–564). 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.
  • Keywords
    Linear complementarity problem , infeasible interior , point method , symmetric cones , polynomial complexity
  • Journal title
    Bulletin of the Iranian Mathematical Society
  • Serial Year
    2016
  • Journal title
    Bulletin of the Iranian Mathematical Society
  • Record number

    2456275