Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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POLYNOMIAL CONVERGENCE OF PREDICTOR-CORRECTOR ALGORITHMS FOR SDLCP BASED ON THE M-Z FAMILY OF DIRECTIONS

  • Chen, Feixiang (College of mathematics and computer science, Chongqing Three-Gorges University) ;
  • Xiang, Ruiyin (College of mathematics and computer science, Chongqing Three-Gorges University)
  • Received : 2011.01.10
  • Accepted : 2011.03.08
  • Published : 2011.09.30
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Abstract

We establishes the polynomial convergence of a new class of path-following methods for semidefinite linear complementarity problems (SDLCP) whose search directions belong to the class of directions introduced by Monteiro [9]. Namely, we show that the polynomial iteration-complexity bound of the well known algorithms for linear programming, namely the predictor-corrector algorithm of Mizuno and Ye, carry over to the context of SDLCP.

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References

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