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Polynomial convergence of predictor-corrector algorithms for SDLCP based on the M-Z family of directions. (English) Zbl 1229.90227

Summary: We establishes the polynomial convergence of a new class of path-following methods for semidefinite linear complementarity problems (SDLCP) whose search directions belong to the class of directions introduced by R. D. C. Monteiro [SIAM J. Optim. 7, No. 3, 663–678 (1997; Zbl 0913.65051)]. Namely, we show that the polynomial iteration-complexity bound of the well known algorithms for linear programming, namely the predictor-corrector algorithm of Mizuno and Ye, carry over to the context of SDLCP.

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65G20 Algorithms with automatic result verification
65G50 Roundoff error

Citations:

Zbl 0913.65051
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