A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction

Authors:
Masakazu Kojima;Masayuki Shida;Susumu Shindoh
Affiliations:
-;-;-
Venue:
SIAM Journal on Optimization
Year:
1999

Citing 0
Cited 4

Semismooth homeomorphisms and strong stability of semidefinite and Lorentz complementarity problems

Mathematics of Operations Research
Limiting behavior of the Alizadeh-Haeberly-Overton weighted paths in semidefinite programming

Optimization Methods & Software
Superlinear Convergence of an Infeasible Predictor-Corrector Path-Following Interior Point Algorithm for a Semidefinite Linear Complementarity Problem Using the Helmberg-Kojima-Monteiro Direction

SIAM Journal on Optimization
Nonsingularity of FB system and constraint nondegeneracy in semidefinite programming

Numerical Algorithms

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Abstract

This paper proposes a globally convergent predictor-corrector infeasible-interior-point algorithm for the monotone semidefinite linear complementarity problem using the Alizadeh--Haeberly--Overton search direction, and shows its quadratic local convergence under the strict complementarity condition.