A full Nesterov-Todd step primal-dual path-following interior-point algorithm for semidenite linear complementarity problems

• Main Authors: Mohamed Achache, Nersine Tabchouch
• Format: Article
• Language: English
• Published: Croatian Operational Research Society 2018-07-01
• Series: Croatian Operational Research Review
• Subjects: Semidefinite linear complementarity; Interior-point algorithm; Short-step method; Polynomial complexity
• Online Access: https://hrcak.srce.hr/203892

In this paper, a feasible primal-dual path-following interior-point algorithm for monotone semidefinite linear complementarity problems is proposed. At each iteration, the algorithm uses only full Nesterov-Todd feasible steps for tracing approximately the central-path and getting an approximated solution of this problem. Under a new appropriate choices of the threshold \(\tau\) which defines the size of the neighborhood of the central-path and of the update barrier parameter \(\theta\), we show that the algorithm is well-defined and enjoys the locally quadratically convergence. Moreover, we prove that the short-step algorithm deserves the best known iteration bound, namely, \(\O(\sqrt{n} log \frac{n}{\epsilon}))\). Finally, some numerical results are reported to show the practical performance of the algorithm