A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones

DOI10.1007/s10957-011-9938-8zbMath1251.90392MaRDI QIDQ415402

Guo-Qiang Wang, Yan-Qin Bai

Publication date: 8 May 2012

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-011-9938-8

zbMATH Keywords

kernel function; interior point method; Euclidean Jordan algebra; large and small update methods; symmetric cone linear complementarity problem

Mathematics Subject Classification ID

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

90C51: Interior-point methods

Related Items

Unnamed Item, Iterative complexities of a class of homogeneous algorithms for monotone nonlinear complementarity problems over symmetric cones, Infeasible Mehrotra-Type Predictor-Corrector Interior-Point Algorithm for the CartesianP_*(κ)-LCP Over Symmetric Cones, Infeasible path-following interior point algorithm for Cartesian P_*(κ) nonlinear complementarity problems over symmetric cones, Infeasible Mehrotra-type predictor–corrector algorithm for cartesian P_*(κ) nonlinear complementarity problems over symmetric cones, A projection and contraction method for symmetric cone complementarity problem, Full Nesterov–Todd step feasible interior-point method for the CartesianP_*(κ)-SCLCP, Unnamed Item, A Mehrotra-type second-order predictor–corrector algorithm for nonlinear complementarity problems over symmetric cones, Large-update interior point algorithm for \(P_*\)-linear complementarity problem, A full step infeasible interior-point method for Cartesian \(P_{*}(\kappa)\)-SCLCP, A generic interior-point algorithm for monotone symmetric cone linear complementarity problems based on a new kernel function, A large-update interior-point method for Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones, Improved complexity analysis of full Nesterov-Todd step feasible interior-point method for symmetric optimization, A wide neighborhood interior-point method for Cartesian \(P_*(\kappa )\)-LCP over symmetric cones, Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP, A generalized smoothing Newton method for the symmetric cone complementarity problem, A primal-dual large-update interior-point algorithm for \(P_*(\kappa)\)-LCP based on a new class of kernel functions, A new infeasible Mehrotra-type predictor-corrector algorithm for nonlinear complementarity problems over symmetric cones, A smoothing Levenberg-Marquardt method for the complementarity problem over symmetric cone., The parameter-Newton iteration for the second-order cone linear complementarity problem, A class of path-following interior-point methods for \(P_*(\kappa)\)-horizontal linear complementarity problems, Some P-properties of the quadratic representations and automorphism invariance in Euclidean Jordan algebras, Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone, New complexity analysis of interior-point methods for the Cartesian \(P_\ast ({\kappa})\)-SCLCP, The new full-Newton step interior-point algorithm for the Fisher market equilibrium problems based on a kernel function, A modified infeasible interior-point algorithm for P*(κ)-HLCP over symmetric cones, A nonmonotone smoothing Newton method for circular cone programming, A predictor-corrector infeasible-interior-point method for the Cartesian -LCP over symmetric cones with iteration complexity, An infeasible full-NT step IPM for horizontal linear complementarity problem over Cartesian product of symmetric cones

Uses Software

• SCCP

Cites Work

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