[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.14317/jami.2012.30.1_2.127

POLYNOMIAL CONVERGENCE OF PRIMAL-DUAL ALGORITHMS FOR SDLCP BASED ON THE M-Z FAMILY OF DIRECTIONS

Chen, Feixiang (School of Mathematics and Stistics, Chongqing Three-Gorges University)

Publication Information

Journal of applied mathematics & informatics / v.30, no.1_2, 2012 , pp. 127-133 More about this Journal

Abstract

We establish the polynomial convergence of a new class of path-following methods for SDLCP whose search directions belong to the class of directions introduced by Monteiro [3]. We show that the polynomial iteration-complexity bounds of the well known algorithms for linear programming, namely the short-step path-following algorithm of Kojima et al. and Monteiro and Alder, carry over to the context of SDLCP.

Keywords

interior-point algorithm; polynomial complexity; path-following methods; semidefinite linear complementarity problems;

Citations & Related Records

Reference

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