An Improved Infeasible Full Nesterov-Todd Interior-Point Algorithm for the Linear Complementarity Problem over Symmetric Cones

Research output: Contribution to conferencePresentation

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 languageAmerican English
StatePublished - Jul 12 2015
EventEuropean Conference on Operational Research (EURO) -
Duration: Jul 3 2016 → …

Conference

ConferenceEuropean Conference on Operational Research (EURO)
Period07/3/16 → …

Disciplines

  • Applied Mathematics
  • Mathematics

Keywords

  • Euclidean Jordan algebras
  • Linear complementarity problems
  • Nesterov-Todd setp interior-point method
  • Symmetric cones

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