A predictor-corrector interior-point algorithm for the semidefinite linearcomplementarity problem using the Alizadeh-Haeberly-Overton search direction

Authors
Kojima, M Shida, M Shindoh, S
Citation
M. Kojima et al., A predictor-corrector interior-point algorithm for the semidefinite linearcomplementarity problem using the Alizadeh-Haeberly-Overton search direction, SIAM J OPTI, 9(2), 1999, pp. 444-465
Citations number
34
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
9
Issue
2
Year of publication
1999
Pages
444 - 465
Database
ISI
SICI code
1052-6234(19990420)9:2<444:APIAFT>2.0.ZU;2-T
Abstract
This paper proposes a globally convergent predictor-corrector infeasible-in terior-point algorithm for the monotone semidefinite linear complementarity problem using the Alizadeh-Haeberly-Overton search direction, and shows it s quadratic local convergence under the strict complementarity condition.