A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction
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Publication:4702294
DOI10.1137/S1052623496300623zbMath0997.90086OpenAlexW2068649881MaRDI QIDQ4702294
Susumu Shindoh, Kojima, Masakazu, Masayuki Shida
Publication date: 24 November 1999
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623496300623
semidefinite programmingquadratic convergencelocal convergencepredictor-corrector algorithminterior-point algorithmsemidefinite linear complementarity problem
Semidefinite programming (90C22) Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)
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