Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones

• Authors: Akiko Yoshise
• Venue: SIAM Journal on Optimization
• Year: 2006

We study the continuous trajectories for solving monotone nonlinear mixed complementarity problems over symmetric cones. While the analysis in [L. Faybusovich, Positivity, 1 (1997), pp. 331-357] depends on the optimization theory of convex log-barrier functions, our approach is based on the paper of Monteiro and Pang [Math. Oper. Res., 23 (1998), pp. 39-60], where a vast set of conclusions concerning continuous trajectories is shown for monotone complementarity problems over the cone of symmetric positive semidefinite matrices. As an application of the results, we propose a homogeneous model for standard monotone nonlinear complementarity problems over symmetric cones and discuss its theoretical aspects. Consequently, we show the existence of a path having the following properties: (a) The path is bounded and has a trivial starting point without any regularity assumption concerning the existence of feasible or strictly feasible solutions. (b) Any accumulation point of the path is a solution of the homogeneous model. (c) If the original problem is solvable, then every accumulation point of the path gives us a finite solution. (d) If the original problem is strongly infeasible, then, under the assumption of Lipschitz continuity, any accumulation point of the path gives us a finite certificate proving infeasibility.