Abstract
In this talk an infeasible full Nesterov-Todd step interior-point method for Linear Complementarity Problems over Symmetric Cones is considered. Using several new results from Euclidean Jordan algebras and associated symmetric cones, a sharper quadratic convergence result than previously known is established, leading to a wider quadratic convergence neighborhood of the central path for the feasibility steps of the algorithm. However, the best iteration bounds known for the infeasible short-step methods, is still achieved.
Original language | American English |
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State | Published - Jul 12 2015 |
Event | European Conference on Operational Research (EURO) - Duration: Jul 3 2016 → … |
Conference
Conference | European Conference on Operational Research (EURO) |
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Period | 07/3/16 → … |
Disciplines
- Applied Mathematics
- Mathematics
Keywords
- Euclidean Jordan algebras
- Linear complementarity problems
- Nesterov-Todd setp interior-point method
- Symmetric cones