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http://dx.doi.org/10.14317/jami.2011.29.5_6.1285

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)
Publication Information
Journal of applied mathematics & informatics / v.29, no.5_6, 2011 , pp. 1285-1293 More about this Journal
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.
Keywords
Interior-point algorithm; polynomial complexity; path-following methods; primal dual algorithm; semidefinite linear complementarity problems;
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