Research Specifications

Home \AN IMPROVED INFEASIBLE ...
Title
AN IMPROVED INFEASIBLE INTERIOR-POINT METHOD FOR SYMMETRIC CONE LINEAR COMPLEMENTARITY PROBLEM
Type of Research Article
Keywords
Linear complementarity problem, infeasible interior-point method, symmetric cones, polynomial complexity.
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.
Researchers Behrouz Kheirfam (First Researcher)، Nezam Mahdavi-Amiri (Second Researcher)