An interior-point method for the Cartesian P*(k)-linear complementarity problem over symmetric cones
A novel primal-dual path-following interior-point algorithm for the Cartesian P*(k)-linear complementarity problem over symmetric cones is presented. The algorithm is based on a reformulation of the central path for finding the search directions. For a full Nesterov-Todd step feasible interior-point...
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| Format: | Article |
| Language: | English |
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Operations Research Society of South Africa (ORSSA)
2014-06-01
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| Series: | ORiON |
| Online Access: | http://orion.journals.ac.za/pub/article/view/140 |