Title

An Improved Infeasible Full Nesterov-Todd Interior-Point Algorithm for the Linear Complementarity Problem over Symmetric Cones

Document Type

Presentation

Publication Date

7-12-2015

Abstract

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

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