Complexity analysis of primal-dual algorithms for the semidefinite linear complementarity problem

Mohamed Achache; Naima Boudiaf

doi:10.33993/jnaat402-1040

Authors

Mohamed Achache University Ferhat Abbas of Setif, Algeria
Naima Boudiaf University El Hadj Lakhdar, Algeria

DOI:

https://doi.org/10.33993/jnaat402-1040

Keywords:

semidefinite linear complementarity problems, interior point methods, long and small-update primal-dual algorithms, polynomial complexity

Abstract views: 266

Abstract

In this paper a primal-dual path-following interior-point algorithm for the monotone semidefinite linear complementarity problem is presented.
The algorithm is based on Nesterov-Todd search directions and on a suitable proximity for tracing approximately the central-path.
We provide an unified analysis for both long and small-update primal-dual algorithms.
Finally, the iteration bounds for these algorithms are obtained.

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References

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