Abstract:

In this paper, we propose an infeasible-interior-point method, based on a new wide neighborhood of the central path, for linear complementarity problems over symmetric cones with the Cartesian P∗(κ)-property. The convergence is shown for commutative class of search directions.Moreover, we analyze the algorithm and obtain the complexity bounds, which coincide with the best-known results for the Cartesian P∗(κ)-SCLCPs. Some numerical tests are reported to illustrate our theoretical results.

Key words: Infeasible-interior-point method ·, Symmetric cone optimization ·P∗(κ)-property ·, Wide neighborhood