Kernel-based interior-point methods for monotone linear complementarity problems over symmetric cones

DOI10.1007/S10957-011-9848-9MaRDI QIDQ650213zbMATH OpenOpenAlexFDO

Authors Goran Lesaja, C. Roos

Publication date 25 November 2011

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL http://resolver.tudelft.nl/uuid:1dbbd326-ef95-4435-9cf1-d15f87defdae

zbMATH Keywords

linear complementarity problempolynomial complexityInterior-point methodEuclidean Jordan algebras and symmetric conesKernel functions

Mathematics Subject Classification ID

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

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Cited in

(24)

• Infeasible Mehrotra-type predictor-corrector interior-point algorithm for the Cartesian \(P_\ast(\kappa)\)-LCP over symmetric cones
• On the convergence regions of generalized accelerated overrelaxation method for linear complementarity problems
• An infeasible interior-point algorithm based on modified Nesterov and Todd directions for symmetric linear complementarity problem
• A method for weighted projections to the positive definite cone
• Iterative complexities of a class of homogeneous algorithms for monotone nonlinear complementarity problems over symmetric cones
• Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras
• 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
• A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions
• Unified analysis of kernel-based interior-point methods for \(P_*(\kappa)\)-linear complementarity problems
• A primal-dual interior-point algorithm for symmetric optimization based on a new kernel function with trigonometric barrier term yielding the best known iteration bounds
• Full Nesterov-Todd step feasible interior-point method for the Cartesian \(P_{\ast}(\kappa)\)-SCLCP
• Stein linear programs over symmetric cones
• Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function
• Derivatives of eigenvalues and Jordan frames
• Conditions for error bounds of linear complementarity problems over second-order cones with pseudomonotonicity
• A weighted-path-following method for symmetric cone linear complementarity problems
• A generic interior-point algorithm for monotone symmetric cone linear complementarity problems based on a new kernel function
• An interior-point algorithm based on general kernel function for monotone linear complementarity problem
• A new interior-point algorithm based on modified Nesterov-Todd direction for symmetric cone linear complementarity problem
• A Lipschitzian error bound for monotone symmetric cone linear complementarity problem
• Interior-point methods for symmetric optimization based on a class of non-coercive kernel functions
• Kernel-based interior-point methods for Cartesian \(P_*(\kappa)\)-linear complementarity problems over symmetric cones
• Interior-point methods for Cartesian \(P_{\ast}(\kappa)\)-linear complementarity problems over symmetric cones based on the eligible kernel functions

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