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

DOI10.1007/S10957-011-9848-9zbMATH Open1250.90097OpenAlexW2122341846MaRDI QIDQ650213FDOQ650213

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

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• Kernel-based interior-point methods for Cartesian \(P_*(\kappa)\)-linear complementarity problems over symmetric cones
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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)

Cites Work

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• A new class of polynomial interior-point algorithms for \(P_*(\kappa)\)-linear complementary problems
• A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem
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• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
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• On a commutative class of search directions for linear programming over symmetric cones
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• Search directions and convergence analysis of some infeasibnle path-following methods for the monoton semi-definite lcp^∗
• A superquadratic infeasible-interior-point method for linear complementarity problems

Cited In (24)

• 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
• Full Nesterov-Todd step feasible interior-point method for the Cartesian \(P_{\ast}(\kappa)\)-SCLCP
• 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
• 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
• An interior-point algorithm based on general kernel function for monotone linear complementarity problem
• A generic interior-point algorithm for monotone symmetric cone linear complementarity problems based on a new kernel function
• 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
• Interior-point methods for Cartesian \(P_{\ast}(\kappa)\)-linear complementarity problems over symmetric cones based on the eligible kernel functions
• Kernel-based interior-point methods for Cartesian \(P_*(\kappa)\)-linear complementarity problems over symmetric cones
• 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

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