A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs

An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point methods.

کلیدواژه ها:

Mixed linear complementarity problem ، Symmetric cone ، Interior-point methods ، Polynomial complexity