A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh-Haeberly-Overton Search Direction (1996)
by
Masakazu Kojima
,
Masayuki Shida
,
Susumo Shindoh
| Citations: | 23 - 3 self |
BibTeX
@MISC{Kojima96apredictor-corrector,
author = {Masakazu Kojima and Masayuki Shida and Susumo Shindoh},
title = {A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh-Haeberly-Overton Search Direction},
year = {1996}
}
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Abstract
This paper proposes a globally convergent predictor-corrector infeasible-interior-point algorithm for the monotone semidefinite linear complementarity problem using the Alizadeh-Haeberly-Overton search direction, and shows its quadratic local convergence under the strict complementarity condition.
