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.
|Number of pages||39|
|Journal||Computational Optimization and Applications|
|Early online date||22 May 2019|
|Publication status||Published - 1 Nov 2019|
- 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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Sim, C. K. (Creator), University of Portsmouth, 2019