A New Wide Neighborhood Primal–Dual Infeasible-Interior-Point Method for Symmetric Cone Programming

2013 ◽  
Vol 158 (3) ◽  
pp. 796-815 ◽  
Author(s):  
Hongwei Liu ◽  
Ximei Yang ◽  
Changhe Liu
Keyword(s):  
Interior Point ◽  
Interior Point Method ◽  
Symmetric Cone ◽  
Point Method ◽  
Wide Neighborhood ◽  
Cone Programming ◽  
Symmetric Cone Programming ◽  
Primal Dual ◽  
Infeasible Interior Point Method

A wide neighborhood predictor–corrector infeasible-interior-point method for Cartesian P∗(κ)-LCP over symmetric cones

2016 ◽  
Vol 09 (03) ◽  
pp. 1650049 ◽  
Author(s):  
Marzieh Sayadi Shahraki ◽  
Maryam Zangiabadi ◽  
Hossein Mansouri
Keyword(s):  
Interior Point ◽  
Interior Point Method ◽  
Jordan Algebras ◽  
Point Method ◽  
Symmetric Cones ◽  
Wide Neighborhood ◽  
Euclidean Jordan Algebras ◽  
Iteration Bound ◽  
Infeasible Interior Point Method ◽  
Predictor Corrector

In this paper, we present a predictor–corrector infeasible-interior-point method based on a new wide neighborhood of the central path for linear complementarity problem over symmetric cones (SCLCP) with the Cartesian [Formula: see text]-property. The convergence of the algorithm is proved for commutative class of search directions. Moreover, using the theory of Euclidean Jordan algebras and some elegant tools, the iteration bound improves the earlier complexity of these kind of algorithms for the Cartesian [Formula: see text]-SCLCPs.

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