Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence

被引：3
|
作者：
Sim, Chee-Khian [1 ]
机构：
[1] Univ Portsmouth, Sch Math & Phys, Lion Gate Bldg,Lion Terrace, Portsmouth PO1 3HF, Hants, England
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2019年 / 74卷 / 02期
关键词：
Nesterov-Todd (NT) direction; Predictor-corrector primal-dual path following interior point algorithm; Semi-definite linear complementarity problem; Polynomial complexity; Local convergence; CUTTING-PLANE METHOD; PATH-FOLLOWING ALGORITHM; SUPERLINEAR CONVERGENCE; ASYMPTOTIC-BEHAVIOR; HKM PATHS; STEP; CUT;
D O I：
10.1007/s10589-019-00110-z
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：
We consider in this paper an infeasible predictor-corrector primal-dual path following interior point algorithm using the Nesterov-Todd search direction to solve semi-definite linear complementarity problems. Global convergence and polynomial iteration complexity of the algorithm are established. Two sufficient conditions are also given for superlinear convergence of iterates generated by the algorithm. Preliminary numerical results are finally provided when the algorithm is used to solve semi-definite linear complementarity problems.
引用
收藏
页码：583 / 621
页数：39
相关论文
共 5 条
1