A wide neighborhood infeasible-interior-point method with arc-search for -SCLCPs
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DOI: 10.1080/02331934.2017.1401071
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… read more here.
Keywords: infeasible interior; arc search; point method; interior point ... See more keywords