Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence

Chee Khian Sim

doi:10.1007/s10589-019-00110-z

Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence

Chee Khian Sim

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Abstract

We consider in this paper an infeasible predictor-corrector primal-dual path following interior point algorithm using the Nesterov-Todd (NT) search direction to solve semi-definite linear complementarity problems. Global convergence and polynomial iteration complexity of the algorithm are established. Two sufficient conditions are also given for superlinear convergence of iterates generated by the algorithm. Preliminary numerical results are finally provided when the algorithm is used to solve semi-definite linear complementarity problems.

Original language	English
Article number	0
Pages (from-to)	583-621
Number of pages	39
Journal	Computational Optimization and Applications
Volume	74
Issue number	2
Early online date	22 May 2019
DOIs	https://doi.org/10.1007/s10589-019-00110-z
Publication status	Published - 1 Nov 2019

Keywords

Nesterov-Todd (NT) Direction
Predictor-Corrector Primal-Dual Path Following Interior Point Algorithm
Semi-definite Linear Complementarity Problem
Polynomial Complexity
Local Convergence

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Interior point methodFinal published version, 560 KBLicence: CC BY

Dataset for Paper "Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: Polynomial complexity and local convergence"
Sim, C. K. (Creator), University of Portsmouth, 2019
DOI: 10.17029/4c5cdf06-1c02-4c05-8b31-593d17365bd7
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abstract = "We consider in this paper an infeasible predictor-corrector primal-dual path following interior point algorithm using the Nesterov-Todd (NT) search direction to solve semi-definite linear complementarity problems. Global convergence and polynomial iteration complexity of the algorithm are established. Two sufficient conditions are also given for superlinear convergence of iterates generated by the algorithm. Preliminary numerical results are finally provided when the algorithm is used to solve semi-definite linear complementarity problems.",

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Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence

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