A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS
2012 ◽
Vol 29
(02)
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pp. 1250015
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Keyword(s):
In this paper, we present a new polynomial interior-point algorithm for the monotone linear complementarity problem over symmetric cones by employing the framework of Euclidean Jordan algebras. At each iteration, we use only full Nesterov and Todd steps. The currently best known iteration bound for small-update method, namely, [Formula: see text], is obtained, where r denotes the rank of the associated Euclidean Jordan algebra and ε the desired accuracy.
2016 ◽
Vol 09
(02)
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pp. 1650039
2017 ◽
Vol 94
(12)
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pp. 2271-2282
2013 ◽
Vol 159
(1)
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pp. 41-56
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1999 ◽
Vol 9
(2)
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pp. 444-465
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2011 ◽
Vol 152
(3)
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pp. 739-772
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2011 ◽
Vol 32
(6)
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pp. 1315-1332
2019 ◽
Vol 12
(07)
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pp. 2050001
2016 ◽
Vol 54
(1-2)
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pp. 469-483