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A New Infeasible Mehrotra-Type Predictor–Corrector Algorithm for Nonlinear Complementarity Problems Over Symmetric Cones

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Abstract

This paper establishes a theoretical framework of infeasible Mehrotra-type predictor–corrector algorithm for nonmonotone nonlinear complementarity problems over symmetric cones which can be regarded as an extension the Mehrotra’s algorithm proposed by Salahi et al. (On Mehrotra-type predictor–corrector algorithms. SIAM J Optim 18(4):1377–1397, 2005) from nonnegative orthant to symmetric cone. The iteration complexity of the algorithm is estimated, and some numerical results are provided. The numerical results show that the algorithm is efficient and reliable.

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Acknowledgements

This work supported by the Natural Science Basic Research Plan in Shaanxi Province of China under Grant 2017JM1014.

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Authors and Affiliations

  1. School of Mathematics and Statistics, Xidian University, Xi’an, 710126, People’s Republic of China

    Huali Zhao & Hongwei Liu

  2. School of Mathematics and Information Science, Xianyang Normal University, Xianyang, 712000, People’s Republic of China

    Huali Zhao

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  1. Huali Zhao
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  2. Hongwei Liu
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Correspondence to Huali Zhao.

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Communicated by Francis Tin-Loi.

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Zhao, H., Liu, H. A New Infeasible Mehrotra-Type Predictor–Corrector Algorithm for Nonlinear Complementarity Problems Over Symmetric Cones. J Optim Theory Appl 176, 410–427 (2018). https://doi.org/10.1007/s10957-017-1194-0

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  • DOI: https://doi.org/10.1007/s10957-017-1194-0

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