Superlinear Convergence of an Infeasible Predictor-Corrector Path-Following Interior Point Algorithm for a Semidefinite Linear Complementarity Problem Using the Helmberg–Kojima–Monteiro Direction

DOI10.1137/090779279zbMath1228.90129OpenAlexW1973706813WikidataQ58028368 ScholiaQ58028368MaRDI QIDQ3004976

Chee-Khian Sim

Publication date: 6 June 2011

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090779279

zbMATH Keywords

ordinary differential equationsinterior point methodsemidefinite linear complementarity problemlinear semidefinite feasibility problem

Mathematics Subject Classification ID

Semidefinite programming (90C22) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items (3)

Robust continuation methods for tracing solution curves of parameterized systems ⋮ Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence ⋮ Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects

Uses Software

• SDLS

This page was built for publication: Superlinear Convergence of an Infeasible Predictor-Corrector Path-Following Interior Point Algorithm for a Semidefinite Linear Complementarity Problem Using the Helmberg–Kojima–Monteiro Direction