A Corrector-Predictor Interior-Point Algorithm for P∗(κ)-HLCPs Over Cartesian Product of Symmetric Cones

DOI10.1080/01630563.2016.1232731zbMath1362.90349OpenAlexW2519284634MaRDI QIDQ2987781

No author found.

Publication date: 18 May 2017

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2016.1232731

zbMATH Keywords

complexity boundEuclidean Jordan algebraCartesian product of symmetric conescorrector-predictor method\(P_\ast(\kappa)\)-horizontal linear complementarity problem

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items (3)

Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function ⋮ A corrector-predictor interior-point method with new search direction for linear optimization ⋮ A generalized direction in interior point method for monotone linear complementarity problems

Cites Work

• Corrector-predictor methods for sufficient linear complementarity problems
• A full-Newton step \(O(n)\) infeasible-interior-point algorithm for linear complementarity problems
• Polynomial interior-point algorithms for \(P_*(\kappa )\) horizontal linear complementarity problem
• A new full-Newton step \(O(n)\) infeasible interior-point algorithm for semidefinite optimization
• Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Euclidean Jordan algebras and interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• Similarity and other spectral relations for symmetric cones
• The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path
• A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with \(O(\sqrt nL)\)-iteration complexity
• A new full Nesterov-Todd step primal-dual path-following interior-point algorithm for symmetric optimization
• A predictor-corrector interior-point algorithm for \(P_\ast (\kappa )\)-horizontal linear complementarity problem
• Improved complexity analysis of full Nesterov-Todd step interior-point methods for semidefinite optimization
• Polynomial interior-point algorithm for \(P_\ast(\kappa)\) horizontal linear complementarity problems
• A full Nesterov–Todd step infeasible-interior-point algorithm for CartesianP_*(κ) horizontal linear complementarity problems over symmetric cones
• On theP_*(κ)horizontal linear complementarity problems over Cartesian product of symmetric cones
• Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Barrier Functions in Interior Point Methods
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems
• A Full-Newton Step O(n) Infeasible Interior-Point Algorithm for Linear Optimization
• A Jordan-algebraic approach to potential-reduction algorithms

This page was built for publication: A Corrector-Predictor Interior-Point Algorithm for P_∗(κ)-HLCPs Over Cartesian Product of Symmetric Cones