Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
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Publication:5426900
DOI10.1137/04061427XzbMath1136.90039MaRDI QIDQ5426900
Publication date: 16 November 2007
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
interior point method; symmetric cone; complementarity problem; detecting infeasibility; homogeneous algorithm; existence of trajectory
65K10: Numerical optimization and variational techniques
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C51: Interior-point methods
46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics
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