General interior-point maps and existence of weighted paths for nonlinear semidefinite complementarity problems

Citation
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
Citations number
33
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF OPERATIONS RESEARCH
ISSN journal
0364765X → ACNP
Volume
25
Issue
3
Year of publication
2000
Pages
381 - 399
Database
ISI
SICI code
0364-765X(200008)25:3<381:GIMAEO>2.0.ZU;2-K
Abstract
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.