An improved infeasible‎ ‎interior-point method for symmetric cone linear complementarity‎ ‎problem

Document Type: ORO2013

Authors

1 Faculty of‎ ‎Mathematical Sciences‎, ‎Sharif‎ ‎University of Technology‎, ‎Tehran‎, ‎Iran.

2 Azarbaijan Shahid Madani University, ‎Tabriz‎, ‎Iran.

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(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.

Keywords

Main Subjects


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