Complexity analysis of primal-dual algorithms for the semidefinite linear complementarity problem

In this paper a primal-dual path-following interior-point algorithm for the monotone semidefinite linear complementarity problem is presented. The algorithm is based on Nesterov-Todd search directions and on a suitable proximity for tracing approximately the central-path. We provide an unified ana...

Full description

Bibliographic Details

Published in:	Journal of Numerical Analysis and Approximation Theory
Main Authors:	Mohamed Achache, Naima Boudiaf
Format:	Article
Language:	English
Published:	Publishing House of the Romanian Academy 2011-08-01
Subjects:	semidefinite linear complementarity problems interior point methods long and small-update primal-dual algorithms polynomial complexity
Online Access:	https://www.ictp.acad.ro/jnaat/journal/article/view/1040