A predictor-corrector infeasible-interior-point method for the Cartesian -LCP over symmetric cones with iteration complexity. (1st December 2016)

• Record Type: Journal Article
• Authors: Sayadi Shahraki, M.; Mansouri, H.; Zangiabadi, M.
• Is Part Of: Optimization. Volume 65:Number 12(2016)
• Page Start: 2293
• Page End: 2308
• Publication Date: 2016-12-01
• Subjects: Infeasible-interior-point method -- wide neighborhood -- linear complementarity problem -- symmetric cone programming -- -property; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2016.1231187
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract : In this paper, we present a predictor-corrector infeasible-interior-point method for symmetric cone linear complementarity problem (SCLCP) with the Cartesian -property ( -SCLCP). This method is based on a wide neighbourhood, which is an even wider neighbourhood than the negative infinity neighbourhood. We show that the iteration-complexity bound of the proposed algorithm for a commutative class of search directions is, where is the condition number of matrix G, is the handicap of the problem, r is the rank of the associated Euclidean Jordan algebra and is a given tolerance. To our knowledge, this is the best complexity result obtained so far for the wide neighbourhood infeasible-interior-point methods for the Cartesian -SCLCPs.