Title

Interior-Point Method for Conic Linear Complementarity Problem

Document Type

Presentation

Publication Date

8-23-2009

Abstract

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

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