An interior-point method for the Cartesian P*(k)-linear complementarity problem over symmetric cones

B Kheirfam

Abstract


A novel primal-dual path-following interior-point algorithm for the Cartesian P*(k)-linear complementarity problem over symmetric cones is presented. The algorithm is based on a reformulation of the central path for finding the search directions. For a full Nesterov-Todd step feasible interior-point algorithm based on the new search directions, the complexity bound of the algorithm with small-update approach is the best-available bound.


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DOI: https://doi.org/10.5784/30-1-140

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ISSN 2224-0004 (online); ISSN 0259-191X (print)

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