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A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction - MaRDI portal

A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction (Q4702294)

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scientific article; zbMATH DE number 1368624
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A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction
scientific article; zbMATH DE number 1368624

    Statements

    A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction (English)
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    24 November 1999
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    semidefinite linear complementarity problem
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    semidefinite programming
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    interior-point algorithm
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    predictor-corrector algorithm
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    local convergence
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    quadratic convergence
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