A Predictor-Corrector Interior-Point Algorithm for the
Semidefinite Linear Complementarity Problem Using the
Alizadeh-Haeberly-Overton Search Direction
M. Kojima, M. Shida and S. Shindoh
This paper proposes a globally convergent predictor-
corrector infeasible-interior-point algorithm for the
monotone semidefinite linear complementarity problem
using the Alizadeh-Haeberly-Overton search direction,
and shows its quadratic local convergence under the
strict complementarity and the nondegeneracy
conditions.
Research Report B-311, Dept. of Mathematical and Computing
Sciences, Tokyo Institute of Technology, Oh-Okayama,
Meguro, Tokyo 152, Japan, January 1996.
Contact: kojima@is.titech.ac.jp
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