Abstract
We establish the polynomial convergence of a new class of path-following methods for SDLCP whose search directions belong to the class of directions introduced by Monteiro (3). We show that the polyno- mial iteration-complexity bounds of the well known algorithms for linear programming, namely the short-step path-following algorithm of Kojima et al. and Monteiro and Alder, carry over to the context of SDLCP. AMS Mathematics Subject Classiflcation : 90C33, 65G20, 65G50.
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