On the analyticity of underlying HKM paths for monotone semidefinite linear complementarity problems (Q1029277)

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On the analyticity of underlying HKM paths for monotone semidefinite linear complementarity problems
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    On the analyticity of underlying HKM paths for monotone semidefinite linear complementarity problems (English)
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    10 July 2009
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    The author considers properties of the so-called off-central paths for approaching solutions of the semi-definite linear complementarity problem within the interior point approach. These paths are determined by using suitable ordinary differential equations. The problem is supposed to be monotone and to satisfy the strict complementarity condition. Extending previous results of himself and \textit{G. Zhao} [Math. Program. 110, No.~3, 475--499 (2007); J. Optim. Theory Appl., 137, No.~1, 11--25 (2008; Zbl 1144.90494)], the author derives a necessary and sufficient condition for a class of off-central paths to be analytical with respect to the parameter \(\mu\).
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    off-central paths
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