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

DOI10.1137/04060531XzbMath1114.90087OpenAlexW2169647923MaRDI QIDQ5317541

Renato D. C. Monteiro, Zhaosong Lu

Publication date: 16 September 2005

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

Full work available at URL: https://doi.org/10.1137/04060531x

zbMATH Keywords

semidefinite programmingpredictor-corrector algorithminterior-point algorithmlocal quadratic convergencesemidefinite linear complementarity problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items (3)

Asymptotic behavior of underlying NT paths in interior point methods for monotone semidefinite linear complementarity problems ⋮ Limiting behavior of the Alizadeh–Haeberly–Overton weighted paths in semidefinite programming ⋮ Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects

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