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  • Search: subject:"Symmetric cone linear complementarity problem"
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Euclidean Jordan algebra 1 Symmetric cone linear complementarity problem 1 interior-point algorithm 1 iteration bound 1 small-update method 1
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WANG, G. Q. 1
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Asia-Pacific Journal of Operational Research (APJOR) 1
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A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS
WANG, G. Q. - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 02, pp. 1250015-1
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...
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