Polynomial convergence of primal-dual algorithms for SDLCP based on the M-Z family of directions

MaRDI QIDQ2898536zbMATHFDO

Authors Feixiang Chen

Publication date 11 July 2012

Published in Applied Mathematical Sciences (Ruse) (Search for Journal in Brave)

Full work available at URL http://www.m-hikari.com/ams/ams-2011/ams-37-40-2011/index.html

zbMATH Keywords

interior-point algorithmpath-following methodssemidefinite linear complementarity problems

Mathematics Subject Classification ID

Roundoff error (65G50) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Algorithms with automatic result verification (65G20)

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Cited in

(7)

• A full Nesterov-Todd step primal-dual path-following interior point algorithm for semidefinite linear complementarity problems
• Primal-dual algorithms for SDLCP based on the Monteiro-Zhang family of directions
• Polynomial convergence of primal-dual algorithms for SDLCP based on the M-Z family of directions
• Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
• Polynomiality of primal-dual algorithms for semidefinite linear complementarity problems based on the Kojima-Shindoh-Hara family of directions
• Polynomial convergence of predictor-corrector algorithms for SDLCP based on the M-Z family of directions
• Complexity analysis and numerical implementation of large-update interior-point methods for SDLCP based on a new parametric barrier kernel function

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