مشخصات پژوهش

In this paper, we generalize Roos’s infeasible interior point algorithm for linear optimization (LO) (Roos in SIAM J Optim 25(1): 102–114, 2015) to the monotone semidefinite linear complementarity problem, based on Darvay et al.’s technique for LO (Darvay et al. in Period Math Hung 73(1): 27–42, 2016). The symmetrization of the search directions is based on the Nesterov–Todd scaling scheme. The algorithm uses only one full step as feasibility step at each iteration. The derived complexity bound coincides with the best obtained one for infeasible interior-point methods with small updates.