An inexact primal–dual path following algorithm for convex quadratic SDP

2007 ◽  
Vol 112 (1) ◽  
pp. 221-254 ◽  
Author(s):  
Kim-Chuan Toh
Keyword(s):  
Path Following ◽  
Primal Dual ◽  
Path Following Algorithm

A relaxed primal-dual path-following algorithm for linear programming

1996 ◽  
Vol 62 (1) ◽  
pp. 173-196
Author(s):  
Tsung-Min Hwang ◽  
Chih-Hung Lin ◽  
Wen-Wei Lin ◽  
Shu-Cherng Fang
Keyword(s):  
Linear Programming ◽  
Path Following ◽  
Primal Dual ◽  
Path Following Algorithm

Plynomial Convergence of Primal-Dual Algorithms for SDLCP Based on the Monteiro-Zhang Family of Directions

2012 ◽  
Vol 532-533 ◽  
pp. 1857-1860
Author(s):  
Guang Zhou Li
Keyword(s):  
Complementarity Problems ◽  
Linear Complementarity Problems ◽  
Path Following ◽  
Complexity Bounds ◽  
New Class ◽  
Primal Dual ◽  
Carry Over ◽  
Path Following Methods ◽  
Finite Linear ◽  
Path Following Algorithm

The paper establishes the polynomial converge-nce of a new class of path-following methods for semide- finite linear complementarity problems (SDLCP) whos-se search directions belong to the class of directions introduced by Monteiro [7]. Namely, we show that the polynomial iteration complexity bounds of the well known algori-thm for linear programming, namely the short-step path-following algorithm of Kojima et al. and Monteiro and Alder, carry over to the context of SDLCP

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