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A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs

Journal: Sahand Communications in Mathematical Analysis (Vol.14, No. 1)

Publication Date:

Authors : ; ; ;

Page : 127-146

Keywords : Mixed linear complementarity problem; Symmetric cone; Interior-point methods; Polynomial complexity;

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An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point methods.

Last modified: 2019-04-28 14:13:45