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Abstract In this paper, we propose an arc-search infeasible-interior-point method based on the wide neighbourhood for linear complementarity problems over symmetric cones with the Cartesian -property (-SCLCP). The algorithm searches… Click to show full abstract
Abstract In this paper, we propose an arc-search infeasible-interior-point method based on the wide neighbourhood for linear complementarity problems over symmetric cones with the Cartesian -property (-SCLCP). The algorithm searches the optimizers along the ellipses that approximate the central path. Moreover, we derive the complexity bound of the algorithm which coincides with the currently best known theoretical complexity bounds for the short step path-following algorithm. Some numerical results are provided to demonstrate the computational performance of the proposed algorithm.
Journal Title: Optimization
Year Published: 2018
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