Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function.
Soodabeh AsadiN. Mahdavi-AmiriZsolt DarvayPetra Renáta RigóPublished in: Optim. Methods Softw. (2022)
Keyphrases
- semidefinite programming
- linear complementarity problem
- interior point algorithm
- semidefinite
- primal dual
- interior point methods
- interior point
- linear programming
- variational inequalities
- complementarity problems
- convex optimization
- linear program
- feasible solution
- linear programming problems
- approximation algorithms
- simplex method
- convergence rate
- dynamic programming
- optimal solution
- kernel matrix
- maximum margin
- sufficient conditions
- worst case
- np hard