Abstract
An example of an SDP (semidefinite program) exhibits a substantial difficulty in proving the superlinear convergence of a direct extension of the Mizuno--Todd--Ye type predictor--corrector primal-dual interior-point method for LPs (linear programs) to SDPs, and suggests that we need to force the generated sequence to converge to a solution tangentially to the central path (or trajectory). A Mizuno--Todd--Ye type predictor--corrector infeasible-interior-point algorithm incorporating this additional restriction for monotone SDLCPs (semidefinite linear complementarity problems) enjoys superlinear convergence under strict complementarity and nondegeneracy conditions. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.
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