Document Type
Article
Publication Date
2011
Publication Title
Croatian Operational Research Review
ISSN
1848-9931
Abstract
We present an interior point method for Cartesian P*(k)-Linear Complementarity Problems over Symmetric Cones (SCLCPs). The Cartesian P*(k)-SCLCPs have been recently introduced as the generalization of the more commonly known and more widely used monotone SCLCPs. The IPM is based on the barrier functions that are defined by a large class of univariate functions called eligible kernel function which have recently been successfully used to design new IPMs for various optimization problems. Eligible barrier (kernel) functions are used in calculating the Nesterov-Todd search directions and the default step-size which leads to a very good complexity results for the method. For some specific eligilbe kernel functions we match the best known iteration bound for the long-step methods while for the short-step methods the best iteration bound is matched for all cases.
Recommended Citation
Lesaja, Goran.
2011.
"Kernel-Based Interior-Point Methods for Cartesian P*(κ)-Linear Complementarity Problems over Symmetric Cones."
Croatian Operational Research Review, 2: 23-33.
source: http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=142164
https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/73
Comments
Croatian Operational Research Review is an open access journal which means that all content is freely available without charge to the user or his/her institution. Users are allowed to read, download, copy, distribute, print, search, or link to the full texts of the articles in this journal without asking prior permission from the publisher or the author.