Superlinear Convergence of an Infeasible Predictor-Corrector Path-Following Interior Point Algorithm for a Semidefinite Linear Complementarity Problem Using the Helmberg–Kojima–Monteiro Direction
DOI10.1137/090779279zbMath1228.90129OpenAlexW1973706813WikidataQ58028368 ScholiaQ58028368MaRDI QIDQ3004976
Publication date: 6 June 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090779279
ordinary differential equationsinterior point methodsemidefinite linear complementarity problemlinear semidefinite feasibility problem
Semidefinite programming (90C22) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)
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