A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS

作     者：Wang, G. Q. 

作者机构：Shanghai Univ Engn Sci Coll Fundamental Studies Shanghai 201620 Peoples R China 

出 版 物：《ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH》 (亚太运筹学杂志)

年 卷 期：2012年第29卷第2期

页      面：1250015-1-1250015-20页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：National Natural Science Foundation of China China Postdoctoral Science Foundation Shanghai University of Engineering Science [2011x33] 

主　　题：Symmetric cone linear complementarity problem interior-point algorithm Euclidean Jordan algebra small-update method iteration bound 

摘      要：In this paper, we present a new polynomial interior-point algorithm for the monotone linear complementarity problem over symmetric cones by employing the framework of Euclidean Jordan algebras. At each iteration, we use only full Nesterov and Todd steps. The currently best known iteration bound for small-update method, namely, O(root r log r/epsilon), is obtained, where r denotes the rank of the associated Euclidean Jordan algebra and e the desired accuracy.