A predictor-corrector interior-point algorithm for the semidefinite linear complementarity problem using the Alizadeh-Haeberly-Overton search direction

SIAM Journal on Optimization

Volumn 9, Issue 2, 1999, Pages 444-465

  Kojima, Masakazu ^a   Shida, Masayuki ^b   Shindoh, Susumu ^c  

^a TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

^b KANAGAWA UNIVERSITY   (Japan)

^c NATIONAL DEFENSE ACADEMY   (Japan)

Author keywords

Interior point algorithm; Local convergence; Predictor corrector algorithm; Quadratic convergence; Semidefinite linear complementarity problem; Semidefinite programming

Indexed keywords

EID: 0033439651     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623496300623     Document Type: Article

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