Mathematical Sciences: Faculty Presentations (1991-2022)
Interior-Point Method for Conic Linear Complementarity Problem
Document Type
Presentation
Presentation Date
8-23-2009
Copyright
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Abstract or Description
We present primal-dual interior-point method for monotone linear commplementarity problem on symmetric cones that is based on Nesterov-Todd direction. It is shown that if the problem has strictly feasible interior point, then the method is globally convergent with polynomial iteration bound that matches the currently best known iteration bound obtained for these problems and these methods.
Sponsorship/Conference/Institution
International Symposium on Mathematical Programming (ISMP)
Location
Chicago, IL
Recommended Citation
Lesaja, Goran.
2009.
"Interior-Point Method for Conic Linear Complementarity Problem."
Mathematical Sciences: Faculty Presentations (1991-2022).
Presentation 321.
https://digitalcommons.georgiasouthern.edu/math-sci-facpres/321
