Abstract
We present primal-dual interior-point method for monotone linear commplementarity problem on symmetric cones that is based on Nesterov-Todd direction. It is shown that if the problem has strictly feasible interior point, then the method is globally convergent with polynomial iteration bound that matches the currently best known iteration bound obtained for these problems and these methods.
| Original language | American English |
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| State | Published - Aug 23 2009 |
| Event | International Symposium on Mathematical Programming (ISMP) - Berlin, Germany Duration: Aug 19 2012 → … |
Conference
| Conference | International Symposium on Mathematical Programming (ISMP) |
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| Period | 08/19/12 → … |
Keywords
- Interior-point method
- Nesterov-Todd direction
DC Disciplines
- Mathematics