a full nesterov-todd step primal-dual path-following interior-point algorithm for semide nite linear complementarity problems

a full nesterov-todd step primal-dual path-following interior-point algorithm for semide nite linear complementarity problems

;Mohamed Achache;Nersine Tabchouch
Animal reproduction science 2018 Vol. 9 pp. 37-50
144
achache2018croatiana

Abstract

In this paper, a feasible primal-dual path-following interior-point algorithm for monotone semidefinite linear complementarity problems is proposed. At each iteration, the algorithm uses only full Nesterov-Todd feasible steps for tracing approximately the central-path and getting an approximated solution of this problem. Under a new appropriate choices of the threshold \(\tau\) which defines the size of the neighborhood of the central-path and of the update barrier parameter \(\theta\), we show that the algorithm is well-defined and enjoys the locally quadratically convergence. Moreover, we prove that the short-step algorithm deserves the best known iteration bound, namely, \(\O(\sqrt{n} log \frac{n}{\epsilon}))\). Finally, some numerical results are reported to show the practical performance of the algorithm

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149206
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10.17535/crorr.2018.0004
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