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

In: Computational Optimization and Applications, Vol. 74, No. 2, 01.11.2019, p. 583-621.

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@article{019752ab65ef487f8fec356762754b60,
title = "Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence",
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.",
keywords = "Nesterov-Todd (NT) Direction, Predictor-Corrector Primal-Dual Path Following Interior Point Algorithm, Semi-definite Linear Complementarity Problem, Polynomial Complexity, Local Convergence",
author = "Sim, {Chee Khian}",
year = "2019",
month = "11",
day = "1",
doi = "10.1007{\%}2Fs10589-019-00110-z",
language = "English",
volume = "74",
pages = "583--621",
journal = "Computational Optimization and Applications",
issn = "0926-6003",
publisher = "Springer Netherlands",
number = "2",

}

RIS

TY - JOUR

T1 - Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence

AU - Sim, Chee Khian

PY - 2019/11/1

Y1 - 2019/11/1

N2 - 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.

AB - 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.

KW - Nesterov-Todd (NT) Direction

KW - Predictor-Corrector Primal-Dual Path Following Interior Point Algorithm

KW - Semi-definite Linear Complementarity Problem

KW - Polynomial Complexity

KW - Local Convergence

U2 - 10.1007%2Fs10589-019-00110-z

DO - 10.1007%2Fs10589-019-00110-z

M3 - Article

VL - 74

SP - 583

EP - 621

JO - Computational Optimization and Applications

JF - Computational Optimization and Applications

SN - 0926-6003

IS - 2

ER -

ID: 14006595