a full nesterov-todd step primal-dual path-following interior-point algorithm for semide nite linear complementarity problems

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ID: 149206
2018
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Abstract
In this paper, a feasible primal-dual path-following interior-point algorithm for monotone semidefinite linear complementarity problems is proposed. At each iteration, the algorithm uses only full Nesterov-Todd feasible steps for tracing approximately the central-path and getting an approximated solution of this problem. Under a new appropriate choices of the threshold \(\tau\) which defines the size of the neighborhood of the central-path and of the update barrier parameter \(\theta\), we show that the algorithm is well-defined and enjoys the locally quadratically convergence. Moreover, we prove that the short-step algorithm deserves the best known iteration bound, namely, \(\O(\sqrt{n} log \frac{n}{\epsilon}))\). Finally, some numerical results are reported to show the practical performance of the algorithm
Reference Key
achache2018croatiana Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Mohamed Achache;Nersine Tabchouch
Journal Animal reproduction science
Year 2018
DOI
10.17535/crorr.2018.0004
URL
https://hrcak.srce.hr/203892
Keywords
quantitative methods semidefinite linear complementarity; interior-point algorithm; short-step method; polynomial complexityapplied mathematics

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