Full NT-Step Feasible Interior-Point Methods for P*(κ)-Linear Complementarity Problems over Symmetric Cones
A feasible interior-point method (IPM) for the Cartesian P(kappa)-linear complementarity problem over symmetric cones (SCLCP) is presented. The method uses Nesterov-Todd (NT) search directions and full step updates of iterates. With appropriate choice of parameters the algorithm generates a sequence of iterates in the small neighborhood of the central path which implies global convergence of the method and local quadratic convergence of iterates. The iteration complexity of the method matches the currently best known iteration bound for IPMs solving P(kappa)-SCLCP.
European Conference on Operational Research Joint Conference (EURO-INFORMS)
"Full NT-Step Feasible Interior-Point Methods for P*(κ)-Linear Complementarity Problems over Symmetric Cones."
Mathematical Sciences Faculty Presentations.