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