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A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs

عنوان مقاله: A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs
شناسه ملی مقاله: JR_SCMA-14-1_011
منتشر شده در شماره 1 دوره 14 فصل در سال 1398
مشخصات نویسندگان مقاله:

Ali Nakhaei Amroudi - Department of Mathematics and Statistics, Imam Hossein Comprehensive University, Tehran, Iran.
Ali Reza Shojaeifard - Department of Mathematics and Statistics, Imam Hossein Comprehensive University, Tehran, Iran.
Mojtaba Pirhaji - Department of Mathematics and Statistics, Imam Hossein Comprehensive University, Tehran, Iran.

خلاصه مقاله:
An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point methods.

کلمات کلیدی:
Mixed linear complementarity problem, Symmetric cone, Interior-point methods, Polynomial complexity

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/892025/