A Class of Polynomial Interior Point Algorithms for the Cartesian P-Matrix Linear Complementarity Problem over Symmetric Cones

被引:42
作者
Wang, G. Q. [1 ]
Bai, Y. Q. [2 ]
机构
[1] Shanghai Univ Engn Sci, Coll Fundamental Studies, Shanghai 201620, Peoples R China
[2] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
基金
中国博士后科学基金; 中国国家自然科学基金;
关键词
Symmetric cone linear complementarity problem; Euclidean Jordan algebra; Kernel function; Interior point method; Large- and small-update methods; EUCLIDEAN JORDAN ALGEBRAS; SEARCH DIRECTIONS; REGULARIZATION METHOD; OPTIMIZATION; CONVERGENCE; SUFFICIENT; PATH; LCP; UNIQUENESS;
D O I
10.1007/s10957-011-9938-8
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we present a new class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones based on a parametric kernel function, which determines both search directions and the proximity measure between the iterate and the center path. The symmetrization of the search directions used in this paper is based on the Nesterov and Todd scaling scheme. By using Euclidean Jordan algebras, we derive the iteration bounds that match the currently best known iteration bounds for large- and small-update methods.
引用
收藏
页码:739 / 772
页数:34
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