Kernel-based interior-point methods for monotone linear complementarity problems over symmetric cones

DOI10.1007/s10957-011-9848-9zbMath1250.90097MaRDI QIDQ650213

Goran Lešaja, Cornelis Roos

Publication date: 25 November 2011

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

Full work available at URL: http://resolver.tudelft.nl/uuid:1dbbd326-ef95-4435-9cf1-d15f87defdae

zbMATH Keywords

linear complementarity problem; polynomial complexity; Interior-point method; Euclidean Jordan algebras and symmetric cones; Kernel functions

Mathematics Subject Classification ID

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

90C51: Interior-point methods

Related Items

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, Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function, Full Nesterov–Todd step feasible interior-point method for the CartesianP_*(κ)-SCLCP, A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions, Derivatives of eigenvalues and Jordan frames, A weighted-path-following method for symmetric cone linear complementarity problems, Conditions for error bounds of linear complementarity problems over second-order cones with pseudomonotonicity, On the convergence regions of generalized accelerated overrelaxation method for linear complementarity problems, A primal-dual interior-point algorithm for symmetric optimization based on a new kernel function with trigonometric barrier term yielding the best known iteration bounds, A new interior-point algorithm based on modified Nesterov-Todd direction for symmetric cone linear complementarity problem, An infeasible interior-point algorithm based on modified Nesterov and Todd directions for symmetric linear complementarity problem, A method for weighted projections to the positive definite cone, A Lipschitzian error bound for monotone symmetric cone linear complementarity problem

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