Existence of Search Directions in Interior-Point
Algorithms for the SDP and the Monotone SDLCP
Masayuki Shida, Susumu Shindoh and Masakazu Kojima
Various search directions used in interior-point-algorithms
for the SDP (semidefinite program) and the monotone SDLCP
(semidefinite linear complementarity problem) are characterized
by the intersection of a maximal monotone affine subspace and
a maximal and strictly antitone affine subspace. This observation
provides a unified geometric view over the existence of those
search directions.
Research Report B-310, 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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