A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction
- 1 January 1999
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 9 (2) , 444-465
- https://doi.org/10.1137/s1052623496300623
Abstract
This paper proposes a globally convergent predictor-corrector infeasible-interior-point algorithm for the monotone semidefinite linear complementarity problem using the Alizadeh--Haeberly--Overton search direction, and shows its quadratic local convergence under the strict complementarity condition.Keywords
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