A Mehrotra-type second-order predictor-corrector algorithm for nonlinear complementarity problems over symmetric cones

被引：0

作者：

Zhao, Huali ^{[1
]}

Yang, Jun ^{[1
]}

机构：

[1] Xianyang Normal Univ, Sch Math & Informat Sci, Xianyang, Peoples R China

来源：

OPTIMIZATION | 2024年 / 73卷 / 01期

关键词：

Nonlinear complementarity problem; interior point algorithm; symmetric cone; predictor corrector; INTERIOR-POINT ALGORITHMS; HOMOGENEOUS ALGORITHMS; POLYNOMIAL CONVERGENCE;

D O I：

10.1080/02331934.2022.2098124

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper presents a Mehrotra-type predictor-corrector algorithm for monotone nonlinear complementarity problems over symmetric cones. The proposed algorithm is a second-order predictor-corrector interior point algorithm. Based on a one-norm wide neighbourhood, the iteration complexity of the algorithm is estimated and some numerical results are provided. The numerical results show that the algorithm is efficient and reliable.

引用

页码：189 / 204

页数：16

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