A path-following feasible interior-point algorithm for mixed symmetric cone linear complementarity problems

Subject Areas : Statistics

M.  Zangiabadi ¹ (Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, Shahrekord, Iran)
H.  Mansouri ² (Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, Shahrekord, Iran)
M.  Pirhaji ³ (Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, Shahrekord, Iran)

Received: 2015-10-11 Accepted : 2016-11-11 Published : 2016-02-01

Keywords: مساله‌ی مکمل خطی ترکیبی, روش نقطه درونی شدنی, آنالیز همگرایی, پیچیدگی چند جمله‌ای,

Abstract :

In this paper, we propose a feasible interior-point algorithm for mixed symmetric cone linear complementarity problems which are a general class of complementarity problems. The symmetrization of the search directions used in this paper is based on Nesterov and Todd scaling scheme. By using Euclidean Jordan algebra, we prove the convergence analysis of the proposed algorithm and show that the complexity bound of the algorithm matches the currently best known iteration bound for feasible interior-point methods.

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