A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS

被引：15

作者：

Wang, G. Q. ^{[1
]}

机构：

[1] Shanghai Univ Engn Sci, Coll Fundamental Studies, Shanghai 201620, Peoples R China

来源：

ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH | 2012年 / 29卷 / 02期

基金：

中国博士后科学基金; 中国国家自然科学基金;

关键词：

Symmetric cone linear complementarity problem; interior-point algorithm; Euclidean Jordan algebra; small-update method; iteration bound; PATH-FOLLOWING METHOD; SEMIDEFINITE OPTIMIZATION; SEARCH DIRECTIONS; KERNEL FUNCTIONS; NEIGHBORHOODS; CONVERGENCE; LCP;

D O I：

10.1142/S0217595912500157

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：

In this paper, we present a new polynomial interior-point algorithm for the monotone linear complementarity problem over symmetric cones by employing the framework of Euclidean Jordan algebras. At each iteration, we use only full Nesterov and Todd steps. The currently best known iteration bound for small-update method, namely, O(root r log r/epsilon), is obtained, where r denotes the rank of the associated Euclidean Jordan algebra and e the desired accuracy.

引用

页数：20

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