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A New Polynomial Interior-Point Algorithm For The Monotone Linear Complementarity Problem Over Symmetric Cones With Full Nt-Steps

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  • G. Q. WANG

    (College of Fundamental Studies, Shanghai University of Engineering Science, Shanghai 201620, P. R. China)

Abstract

In this paper, we present a new polynomial interior-point algorithm for the monotone linear complementarity problem over symmetric cones by employing the framework of Euclidean Jordan algebras. At each iteration, we use only full Nesterov and Todd steps. The currently best known iteration bound for small-update method, namely, $O(\sqrt{r}\log{\frac{r}{\varepsilon}})$, is obtained, where r denotes the rank of the associated Euclidean Jordan algebra and ε the desired accuracy.

Suggested Citation

  • G. Q. Wang, 2012. "A New Polynomial Interior-Point Algorithm For The Monotone Linear Complementarity Problem Over Symmetric Cones With Full Nt-Steps," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 29(02), pages 1-20.
    • Handle: RePEc:wsi:apjorx:v:29:y:2012:i:02:n:s0217595912500157
    DOI: 10.1142/S0217595912500157
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    1. Thorsten Posselt & Christian Schade, 2011. "Quantitative Marketingforschung in Deutschland. Festschrift für Klaus Peter Kaas zum 65. Geburtstag," Entrepreneurship, Marketing, Innovation, Duncker & Humblot GmbH, Berlin, edition 1, volume 1, number 51973.
    2. Grigory Androuschak, 2005. "Quasimarkets in the public sector economy," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 4, pages 346-364.
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    Cited by:

    1. Zs. Darvay & T. Illés & B. Kheirfam & P. R. Rigó, 2020. "A corrector–predictor interior-point method with new search direction for linear optimization," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(3), pages 1123-1140, September.

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