High-order long-step methods for solving semidefinite linear complementarity problems

• Autorzy: Preiss M. , Stoer J.
• Języki publikacji: EN

Abstrakty

EN

The authors studied in Preiss and Stoer (2003) the analyticity properties of infeasible-interior-point paths encountered in the context of semidefinite linear complementarity problems. It will be shown that these results allow for the design of infeasible-interior-point methods of long-step type with an arbitrarily high order of local convergence for solving such problems.

Słowa kluczowe

EN

semidefinite linear complementarity problems; infeasible-interior-point methods; long-step methods

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2003
• Tom: Vol. 32, no. 3
• Strony: 659--670
• Opis fizyczny: Bibliogr. 10 poz.

Twórcy

autor

Preiss M.

• Institut fur Angewandte Mathematik und Statistik, Universitat Wurzburg, Germany

autor

Stoer J.

• Institut fur Angewandte Mathematik und Statistik, Universitat Wurzburg, Germany

Bibliografia

• Alizadeh, F., Haeberly, J.-P. and Overton, M. (1998) Primal-dual interiorpoint methods for semidefinite programming: Convergence rates, stability and numerical results. SIAM Journal on Optimization, 8, 746-768.
• Halicka, M. (2002) Analyticity of the central path at the boundary point in semidefinite programming. EJOR, 143, 311-324.
• Monteiro, R.D.C. and Pang, J.-S. (1998) On two interior-point mappings for nonlinear semidefinite complementarity problems. Math. Oper. Res., 23, 39 - 60.
• Preiß, M. and Stoer, J. (2003) Analysis of infeasible-interior-point paths arising with semidefinite linear complementarity problems. To appear in Math. Programming.
• Stoer, J. (2001) High Order Long-Step Methods for Solving Linear Complementary Problems. Annals of Operations Research, 103, 149–159.
• Stoer, J. (1999) Improved High Order Long-Step Methods for Solving Linear Complementary Problems. Technical report, Universitat Wurzburg, Wurzburg.
• Stoer, J. and Wechs, M. (1999) On the analyticity properties of infeasible-interior-point paths for monotone linear complementarity problems. Numer. Mathematik, 81, 631-645.
• Stoer, J., Wechs, M. and Mizuno, S. (1998) High order infeasible-interior-point methods for solving sufficient linear complementarity problems. Math. of Operations Research, 23, 832-862.
• Todd, M.J. (1999) A study of search directions in primal-dual interior-point methods for semidefinite programming. Technical report, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York.
• Wright, S. (1997) Primal-Dual Interior-Point Methods. SIAM, Philadelphia