A wide neighborhood predictor–corrector infeasible-interior-point method for Cartesian P∗(κ)-LCP over symmetric cones
2016 ◽
Vol 09
(03)
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pp. 1650049
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Keyword(s):
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.
2016 ◽
Vol 09
(03)
◽
pp. 1650059
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2015 ◽
Vol 08
(04)
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pp. 1550071
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2015 ◽
Vol 283
◽
pp. 106-121
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A New Wide Neighborhood Primal-Dual Predictor-Corrector Interior-Point Method for Linear Programming
2016 ◽
Vol 37
(5)
◽
pp. 628-639
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Keyword(s):
Keyword(s):