학술논문
POLYNOMIAL CONVERGENCE OF PREDICTOR-CORRECTOR ALGORITHMS FOR SDLCP BASED ON THE M-Z FAMILY OF DIRECTIONS
Document Type
Article
Author
Source
Journal of Applied Mathematics and Informatics, 29(5), pp.1285-1293 Sep, 2011
Subject
Language
English
ISSN
2234-8417
1598-5857
1598-5857
Abstract
We establishes the polynomial convergence of a new class of path-following methods for semidefinite linear complementarity problems (SDLCP) whose search directions belong to the class of directions introduced by Monteiro [9]. Namely, we show that the polynomial iteration-complexity bound of the well known algorithms for linear programming,namely the predictor-corrector algorithm of Mizuno and Ye, carry over to the context of SDLCP.