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Information Journal Paper

Title

A PATH-FOLLOWING FEASIBLE INTERIOR-POINT ALGORITHM FOR MIXED SYMMETRIC CONE LINEAR COMPLEMENTARITY PROBLEMS

Pages

  103-114

Abstract

 In this paper, we propose a feasible interior-point algorithm for MIXED SYMMETRIC CONE LINEAR COMPLEMENTARITY PROBLEMs which are a general class of complementarity problems. The symmetrization of the search directions used in this paper is based on Nesterov and Todd scaling scheme. By using Euclidean Jordan algebra, we prove the CONVERGENCE ANALYSIS of the proposed algorithm and show that the complexity bound of the algorithm matches the currently best known iteration bound for FEASIBLE INTERIOR-POINT METHODs.

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    • Cite

    APA: Copy

    ZANGIABADI, M., MANSOURI, H., & PIRHAJI, M.. (2016). A PATH-FOLLOWING FEASIBLE INTERIOR-POINT ALGORITHM FOR MIXED SYMMETRIC CONE LINEAR COMPLEMENTARITY PROBLEMS. JOURNAL OF NEW RESEARCHES IN MATHEMATICS, 1(4), 103-114. SID. https://sid.ir/paper/681656/en

    Vancouver: Copy

    ZANGIABADI M., MANSOURI H., PIRHAJI M.. A PATH-FOLLOWING FEASIBLE INTERIOR-POINT ALGORITHM FOR MIXED SYMMETRIC CONE LINEAR COMPLEMENTARITY PROBLEMS. JOURNAL OF NEW RESEARCHES IN MATHEMATICS[Internet]. 2016;1(4):103-114. Available from: https://sid.ir/paper/681656/en

    IEEE: Copy

    M. ZANGIABADI, H. MANSOURI, and M. PIRHAJI, “A PATH-FOLLOWING FEASIBLE INTERIOR-POINT ALGORITHM FOR MIXED SYMMETRIC CONE LINEAR COMPLEMENTARITY PROBLEMS,” JOURNAL OF NEW RESEARCHES IN MATHEMATICS, vol. 1, no. 4, pp. 103–114, 2016, [Online]. Available: https://sid.ir/paper/681656/en

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