American Institute of Mathematical Sciences

2014, 4(2): 141-150. doi: 10.3934/naco.2014.4.141

A weighted-path-following method for symmetric cone linear complementarity problems

 1 Department of Mathematics, Azarbaijan Shahid Madani University, Tabriz, I.R., Iran

Received  June 2013 Revised  April 2014 Published  May 2014

In this paper a weighted-path-following interior-point algorithm for linear complementarity problem over symmetric cones is proposed that uses new search directions. The complexity results of the new algorithm derived and proved that the proposed algorithm has quadratically convergent with polynomial-time. We conclude that following the central path yields to the best iteration bound in this case as well.
Citation: Behrouz Kheirfam. A weighted-path-following method for symmetric cone linear complementarity problems. Numerical Algebra, Control & Optimization, 2014, 4 (2) : 141-150. doi: 10.3934/naco.2014.4.141
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