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

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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