Continuous Optimization

A Wide Neighborhood Interior-Point Method for Cartesian P∗(κ)-LCP over Symmetric Cones

Expand

Online published: 2015-09-30

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.

Cite this article

Marzieh Sayadi Shahraki · Hossein Mansouri·Maryam Zangiabadi . A Wide Neighborhood Interior-Point Method for Cartesian P∗(κ)-LCP over Symmetric Cones[J]. Journal of the Operations Research Society of China, 2015 , 3(3) : 331 . DOI: 10.1007/s40305-015-0094-y

Options
Outlines

/