Nakhaei Amroudi, A., Shojaeifard, A., Pirhaji, M. (2019). A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs. Sahand Communications in Mathematical Analysis, (), -. doi: 10.22130/scma.2018.67206.260

Ali Nakhaei Amroudi; Ali Reza Shojaeifard; Mojtaba Pirhaji. "A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs". Sahand Communications in Mathematical Analysis, , , 2019, -. doi: 10.22130/scma.2018.67206.260

Nakhaei Amroudi, A., Shojaeifard, A., Pirhaji, M. (2019). 'A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs', Sahand Communications in Mathematical Analysis, (), pp. -. doi: 10.22130/scma.2018.67206.260

Nakhaei Amroudi, A., Shojaeifard, A., Pirhaji, M. A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs. Sahand Communications in Mathematical Analysis, 2019; (): -. doi: 10.22130/scma.2018.67206.260

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

Articles in Press, Accepted Manuscript , Available Online from 04 March 2019

^{}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.

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