Kernel-Based Interior-Point Methods for Cartesian P*(k)-Linear Complementarity Problems over Symmetric Cones

Kernel-Based Interior-Point Methods for Cartesian P*(k)-Linear Complementarity Problems over Symmetric Cones

We present an interior point method for Cartesian P*(k)-Linear Complementarity Problems over Symmetric Cones (SCLCPs). The Cartesian P*(k)-SCLCPs have been recently introduced as the generalization of the more commonly known and more widely used monotone SCLCPs. The IPM is based on the barrier funct...

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Bibliographic Details
Main Author:	Goran Lešaja
Format:	Article
Language:	English
Published:	Croatian Operational Research Society 2011-02-01
Series:	Croatian Operational Research Review
Subjects:	linear complementarity problem Cartesian P*(k) property Euclidean Jordan algebras and symmetric cones interior-point method kernel functions polynomial complexity
Online Access:	http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=142164

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