Kernel-Based Interior-Point Methods for Monotone LCP over Symmetric ConesEuropean Conference on Operations Research (EURO) (2010)
We present a generic interior-point method for monotone LCP over symmetric cones that is based on barrier functions which are defined by a large class of univariate functions called eligible kernel functions. Furthermore, the method uses Nesterov-Todd search directions. We provide a unified analysis of the method and give a general scheme on how to calculate the iteration bounds for the entire class. For some specific eligible kernel functions we match the best known iteration bound for large-step methods while for short-step methods the best iteration bound is matched for all cases.
- Kernel-based interior-point methods,
- Monotone LCP,
- Symmetric cones
Publication DateJuly 11, 2010
Citation InformationGoran Lesaja. "Kernel-Based Interior-Point Methods for Monotone LCP over Symmetric Cones" European Conference on Operations Research (EURO) (2010)
Available at: http://works.bepress.com/goran_lesaja/13/