Interior-Point Method for Conic Linear Complementarity Problem
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.
International Symposium on Mathematical Programming (ISMP)
"Interior-Point Method for Conic Linear Complementarity Problem."
Mathematical Sciences Faculty Presentations.