Search directions and convergence analysis of some infeasibnle path-following methods for the monoton semi-definite lcp∗

DOI10.1080/10556789808805695zbMath0918.90129OpenAlexW2091044203MaRDI QIDQ4235448

Paul Tseng

Publication date: 22 March 1999

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556789808805695

zbMATH Keywords

search directionsglobal linear convergencesemidefinite linear programminginfeasible predictor-corrector path-followingmonotone linear complimentarity problem

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

A path following interior-point method for linear complementarity problems over circular cones, Complexity analysis and numerical implementation of large-update interior-point methods for SDLCP based on a new parametric barrier kernel function, A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones, Asymptotic behavior of underlying NT paths in interior point methods for monotone semidefinite linear complementarity problems, Kernel-based interior-point methods for monotone linear complementarity problems over symmetric cones, Primal-dual interior-point algorithm for convex quadratic semi-definite optimization, A potential reduction algorithm for an extended SDP problem, Solvability of semidefinite complementarity problems, Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence, Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem, Interior-point methods for CartesianP_*(κ)-linear complementarity problems over symmetric cones based on the eligible kernel functions, An infeasible interior-point algorithm based on modified Nesterov and Todd directions for symmetric linear complementarity problem, Unnamed Item, A study of search directions in primal-dual interior-point methods for semidefinite programming, Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Complexity analysis of a linear complementarity algorithm based on a Lyapunov function
• A primal-dual infeasible-interior-point algorithm for linear programming
• Polynomiality of infeasible-interior-point algorithms for linear programming
• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
• Matrix Analysis
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• Superlinearly Convergent $O ( \sqrt{n} L )$-Iteration Interior-Point Algorithms for Linear Programming and the Monotone Linear Complementarity Problem
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• An Interior-Point Method for Semidefinite Programming