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A full step infeasible interior-point method for Cartesian \(P_{*}(\kappa )\)-SCLCP

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Abstract

In this paper, a new full Nesterov–Todd step infeasible interior-point method for Cartesian \(P_*(\kappa )\) linear complementarity problem over symmetric cone is considered. Our algorithm starts from a strictly feasible point of a perturbed problem, after a full Nesterov–Todd step for the new perturbed problem the obtained strictly feasible iterate is close to the central path of it, where closeness is measured by some merit function. Furthermore, the complexity bound of the algorithm is the best available for infeasible interior-point methods.

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Acknowledgments

The author would like to thank the anonymous referees and editors for their useful comments, which helped to improve the presentation of this paper.

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  1. Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran

    B. Kheirfam

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  1. B. Kheirfam
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Kheirfam, B. A full step infeasible interior-point method for Cartesian \(P_{*}(\kappa )\)-SCLCP. Optim Lett 10, 591–603 (2016). https://doi.org/10.1007/s11590-015-0884-5

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