Abstract

In this paper a weighted-path-following interior-point algorithm for linear complementarity problem over symmetric cones is proposed that uses new search directions. The complexity results of the new algorithm derived and proved that the proposed algorithm has quadratically convergent with polynomial-time. We conclude that following the central path yields to the best iteration bound in this case as well.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.