混合对称锥lcp的全nt步不可行内点算法

Q4 Mathematics

Communications in Mathematical Analysis Pub Date : 2019-04-01 DOI:10.22130/SCMA.2018.67206.260

Ali Nakhaei Amroudi, A. Shojaeifard, Mojtaba Pirhaji

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引用次数: 0

摘要

提出了一种求解混合对称锥线性互补问题的不可行内点算法。利用欧几里得约当代数和Nesterov-Todd搜索方向的机制，给出并证明了算法的收敛性分析。此外，我们还得到了一个多项式时间复杂度界，该复杂度界与目前已知的不可行的内点方法的迭代界相匹配。

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A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs

An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point methods.

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Communications in Mathematical Analysis Mathematics-Applied Mathematics

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