Asymptotic behavior of underlying NT paths in interior point methods for monotone semidefinite linear complementarity problems

DOI10.1007/s10957-010-9746-6zbMath1231.90382OpenAlexW2047812005WikidataQ58028366 ScholiaQ58028366MaRDI QIDQ630020

Chee-Khian Sim

Publication date: 10 March 2011

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9746-6

zbMATH Keywords

ordinary differential equationsinterior point methodslocal convergencesemidefinite linear complementarity problemNT direction

Mathematics Subject Classification ID

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

Related Items (1)

Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence

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