Rdc. Monteiro et T. Tsuchiya, Polynomiality of primal-dual algorithms for semidefinite linear complementarity problems based on the Kojima-Shindoh-Hara family of directions, MATH PROGR, 84(1), 1999, pp. 39-53
Kojima, Shindoh and Hara proposed a family of search directions for the sem
idefinite linear complementarity problem (SDLCP) and established polynomial
convergence of a feasible short-step path-following algorithm based on a p
articular direction of their family. The question of whether polynomiality
could be established for any direction of their family thus remained an ope
n problem. This paper answers this question in the affirmative by establish
ing the polynomiality of primal-dual interior-point algorithms for SDLCP ba
sed on any direction of the Kojima, Shindoh and Hara family of search direc
tions. We show that the polynomial iteration-complexity bounds of two well-
known algorithms for linear programming,namely the short-step path-followin
g algorithm of Kojima et al. and Monteiro and Adler, and the predictor-corr
ector algorithm of Mizuno et al., carry over to the context of SDLCP.