Infeasible Mehrotra-type predictor-corrector interior-point algorithm for the Cartesian P_()-LCP over symmetric cones

DOI10.1080/01630563.2013.836107zbMATH Open1322.90101OpenAlexW2093754347MaRDI QIDQ4979787FDOQ4979787

Authors: Xinze Liu, Hongwei Liu, Changhe Liu 

Publication date: 19 June 2014

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2013.836107

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• 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
• A wide neighborhood predictor-corrector infeasible-interior-point method for Cartesian \(P_* (\kappa)\)-LCP over symmetric cones
• A new infeasible Mehrotra-type predictor-corrector algorithm for nonlinear complementarity problems over symmetric cones

zbMATH Keywords

interior-point methodslinear complementarity problempolynomial complexityEuclidean Jordan algebraMehrotra-type algorithm

Mathematics Subject Classification ID

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

Cites Work

• On the Implementation of a Primal-Dual Interior Point Method
• Title not available (Why is that?)
• A unified approach to interior point algorithms for linear complementary problems
• A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
• Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
• Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones
• Linear systems in Jordan algebras and primal-dual interior-point algorithms
• Euclidean Jordan algebras and interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
• On Mehrotra-Type Predictor-Corrector Algorithms
• A Jordan-algebraic approach to potential-reduction algorithms
• Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
• Polynomial time second order mehrotra-type predictor--corrector algorithms
• On a commutative class of search directions for linear programming over symmetric cones
• On the Nesterov--Todd Direction in Semidefinite Programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• A long-step primal--dual algorithm for the symmetric programming problem
• Kernel-based interior-point methods for monotone linear complementarity problems over symmetric cones
• On the complexity analysis of a Mehrotra-type primal-dual feasible algorithm for semidefinite optimization
• Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points
• Cartesian \(P\)-property and its applications to the semidefinite linear complementarity problem
• Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms
• An \(O(rL)\) infeasible interior-point algorithm for symmetric cone LCP via CHKS function

Cited In (21)

• Large-neighborhood infeasible predictor-corrector algorithm for horizontal linear complementarity problems over Cartesian product of symmetric cones
• On the \(P_*(\kappa)\) horizontal linear complementarity problems over Cartesian product of symmetric cones
• An infeasible full-NT step IPM for \(P_\ast(\kappa)\) horizontal linear complementarity problem over Cartesian product of symmetric cones
• A corrector-predictor interior-point algorithm for \(P_\ast(\kappa)\)-HLCPs over Cartesian product of symmetric cones
• A Mehrotra-type second-order predictor–corrector algorithm for nonlinear complementarity problems over symmetric cones
• A wide neighborhood predictor-corrector infeasible-interior-point method for Cartesian \(P_* (\kappa)\)-LCP over symmetric cones
• A full step infeasible interior-point method for Cartesian \(P_{*}(\kappa)\)-SCLCP
• A new infeasible Mehrotra-type predictor-corrector algorithm for nonlinear complementarity problems over symmetric cones
• An infeasible-interior-point predictor-corrector algorithm for the \(P_ *\)-geometric LCP
• Infeasible path-following interior point algorithm for Cartesian \(P_\ast(\kappa )\) nonlinear complementarity problems over symmetric cones
• Infeasible Mehrotra-type predictor-corrector algorithm for Cartesian \(P_\ast(\kappa )\) nonlinear complementarity problems over symmetric cones
• An infeasible interior-point algorithm for linear optimization over Cartesian symmetric cones
• A wide neighborhood infeasible-interior-point method with arc-search for \(P_\ast (\kappa)\)-SCLCPs
• A modified infeasible interior-point algorithm for \(P_\ast(\kappa)\)-HLCP over symmetric cones
• Title not available (Why is that?)
• Title not available (Why is that?)
• An arc-search predictor-corrector infeasible-interior-point algorithm for \(P_\ast(\kappa)\)-SCLCPs
• Polynomial convergence of Mehrotra-type predictor-corrector algorithm for the Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones
• An \(O(rL)\) infeasible interior-point algorithm for symmetric cone LCP via CHKS function
• 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
• A long-step interior-point algorithm for symmetric cone Cartesian \(P_\ast (\kappa)\)-HLCP

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