A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem

DOI10.1007/S11590-015-0940-1zbMath1380.90213OpenAlexW1412000869MaRDI QIDQ331977

Rupaj Kumar Nayak, Jitamitra Desai

Publication date: 27 October 2016

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-015-0940-1

zbMATH Keywords

semidefinite programminginterior point methodhomogenous and self-dual methodpotential reduction functionsemidefinite linear complementarity problem

Mathematics Subject Classification ID

Semidefinite programming (90C22) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Uses Software

• SDPT3
• CVX
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Cites Work

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