Mathematical Sciences: Faculty Presentations (1991-2022)
An Improved Infeasible Full Nesterov-Todd Interior-Point Algorithm for the Linear Complementarity Problem over Symmetric Cones
Document Type
Presentation
Presentation Date
7-12-2015
Copyright
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Abstract or Description
In this talk an infeasible full Nesterov-Todd step interior-point method for Linear Complementarity Problems over Symmetric Cones is considered. Using several new results from Euclidean Jordan algebras and associated symmetric cones, a sharper quadratic convergence result than previously known is established, leading to a wider quadratic convergence neighborhood of the central path for the feasibility steps of the algorithm. However, the best iteration bounds known for the infeasible short-step methods, is still achieved.
Sponsorship/Conference/Institution
European Conference on Operational Research (EURO)
Location
Glasgow, Scotland
Recommended Citation
Lesaja, Goran.
2015.
"An Improved Infeasible Full Nesterov-Todd Interior-Point Algorithm for the Linear Complementarity Problem over Symmetric Cones."
Mathematical Sciences: Faculty Presentations (1991-2022).
Presentation 272.
https://digitalcommons.georgiasouthern.edu/math-sci-facpres/272
