Rdc. Monteiro et Pr. Zanjacomo, General interior-point maps and existence of weighted paths for nonlinear semidefinite complementarity problems, MATH OPER R, 25(3), 2000, pp. 381-399
Extending the previous work of Monteiro and Pang (1998), this paper studies
properties of fundamental maps that can be used to describe the central pa
th of the monotone nonlinear complementarity problems over the cone of symm
etric positive semidefinite matrices. Instead of focusing our attention on
a specific map as was done in the approach of Monteiro and Pang (1998), thi
s paper considers a general form of a fundamental map and introduces condit
ions on the map that allow us to extend the main results of Monteiro and Pa
ng (1998) to this general map. Each fundamental map leads to a family of "w
eighted" continuous trajectories which include the central trajectory as a
special case. Hence, for complementarity problems over the cone of symmetri
c positive semidefinite matrices, the notion of weighted central path depen
ds on the fundamental map used to represent the central path.