A large-update interior-point method for Cartesian P_()-LCP over symmetric cones

DOI10.1007/S10852-013-9246-4MaRDI QIDQ483262zbMATH OpenOpenAlexFDO

Authors Yong-Cai Geng, Sumit K. Garg

Publication date 16 December 2014

Published in Journal of Mathematical Modelling and Algorithms in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10852-013-9246-4

zbMATH Keywords

linear complementarity problemEuclidean Jordan algebrakernel functionsymmetric coneinterior-point methodCartesian \(P_ \ast({\kappa})\) property

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Interior-point methods (90C51) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• A Comparative Study of Kernel Functions for Primal-Dual Interior-Point Algorithms in Linear Optimization
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• A full-Newton step \(O(n)\) infeasible-interior-point algorithm for linear complementarity problems
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• A regularization method for the second-order cone complementarity problem with the Cartesian \(P_0\)-property
• A unified approach to interior point algorithms for linear complementary problems
• Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem
• Euclidean Jordan algebras and interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• Full Nesterov-Todd step feasible interior-point method for the Cartesian \(P_{\ast}(\kappa)\)-SCLCP
• Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
• Improved infeasible-interior-point algorithm for linear complementarity problerns
• Interior-point methods based on kernel functions for symmetric optimization
• Interior-point methods for Cartesian \(P_{\ast}(\kappa)\)-linear complementarity problems over symmetric cones based on the eligible kernel functions
• On a commutative class of search directions for linear programming over symmetric cones
• On complexity analysis of the primal-dual interior-point method for second-order cone optimization problem
• On complexity analysis of the primal-dual interior-point method for semidefinite optimization problem based on a new proximity function
• Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones
• Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points
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Cited in

(13)

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• A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones
• On the \(P_*(\kappa)\) horizontal linear complementarity problems over Cartesian product of symmetric cones
• A new large-update interior point algorithm for \(P_{*}(\kappa)\) LCPs based on kernel functions
• A wide neighborhood predictor-corrector infeasible-interior-point method for Cartesian \(P_* (\kappa)\)-LCP over symmetric cones
• A new parametric kernel function yielding the best known iteration bounds of interior-point methods for the Cartesian \(P_\ast( \kappa)\)-SCLCP
• Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones
• New complexity analysis of interior-point methods for the Cartesian \(P_\ast ({\kappa})\)-SCLCP
• scientific article; zbMATH DE number 6847407 (Why is no real title available?)
• A wide neighborhood interior-point method for Cartesian \(P_*(\kappa )\)-LCP over symmetric cones
• A Large-Step Infeasible-Interior-Point Method for the P*-Matrix LCP
• Kernel-based interior-point methods for Cartesian \(P_*(\kappa)\)-linear complementarity problems over symmetric cones
• A predictor-corrector infeasible-interior-point method for the Cartesian \(P_\ast(\kappa)\)-LCP over symmetric cones with \(O\left( \sqrt{\mathrm{cond}(G)}(1+\kappa)^2 r\log \varepsilon^{-1} \right)\) iteration complexity

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