Document Type: Research Paper

Authors

Department of Mathematics and Statistics, Imam Hossein Comprehensive University, Tehran, Iran.

Abstract

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.

Keywords

Main Subjects

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