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A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction - MaRDI portal

A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction (Q5317541)

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scientific article; zbMATH DE number 2206220
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English
A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction
scientific article; zbMATH DE number 2206220

    Statements

    A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction (English)
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    16 September 2005
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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 quadratic convergence
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