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 language | American English |
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State | Published - Jul 11 2010 |
Event | European Conference on Operations Research (EURO) - Lisbon, Portugal Duration: Jul 11 2010 → … |
Conference
Conference | European Conference on Operations Research (EURO) |
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Period | 07/11/10 → … |
Keywords
- Kernel-based interior-point methods
- Monotone LCP
- Symmetric cones
DC Disciplines
- Mathematics