Kernel-Based Interior-Point Methods for Monotone LCP over Symmetric Cones

Research output: Contribution to conferencePresentation

Abstract

We present a generic interior-point method for monotone LCP over symmetric cones that is based on barrier functions which are defined by a large class of univariate functions called eligible kernel functions. Furthermore, the method uses Nesterov-Todd search directions. We provide a unified analysis of the method and give a general scheme on how to calculate the iteration bounds for the entire class. For some specific eligible kernel functions we match the best known iteration bound for large-step methods while for short-step methods the best iteration bound is matched for all cases.
Original languageAmerican English
StatePublished - Jul 11 2010
EventEuropean Conference on Operations Research (EURO) - Lisbon, Portugal
Duration: Jul 11 2010 → …

Conference

ConferenceEuropean Conference on Operations Research (EURO)
Period07/11/10 → …

Keywords

  • Kernel-based interior-point methods
  • Monotone LCP
  • Symmetric cones

DC Disciplines

  • Mathematics

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