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A full-NT step interior-point method for weighted linear complementarity problem over symmetric cones | ||
| Communications in Combinatorics and Optimization | ||
| مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 25 خرداد 1404 | ||
| نوع مقاله: Original paper | ||
| شناسه دیجیتال (DOI): 10.22049/cco.2025.29981.2251 | ||
| نویسندگان | ||
| Behrouz Kheirfam* 1؛ Imelda S. Aniversario2 | ||
| 1Department of Mathematics, Azarbaijan Shahid Madani University, Iran | ||
| 2Center for Mathematical and Theoretical Physical Sciences PRISM, MSU-Iligan Institute of Technology, Iligan City, Philippines | ||
| چکیده | ||
| A full Nesterov-Todd step interior point method is designed and analyzed in this paper to solve the weighted linear complementarity problem in Euclidean Jordan algebra. Under appropriate conditions, it is proven that the full Nesterov-Todd step is strictly feasible and the algorithm has a quadratic convergence rate to the target point on the central path in the framework of Euclidean Jordan algebras. The obtained iteration bound for the algorithm matches the best known current iteration bound for this problem. To the best of our knowledge, this is the first full-step interior point algorithm for the weighted complementarity problem in the space of Euclidean Jordan algebras. | ||
| کلیدواژهها | ||
| Weighted linear complementarity problem؛ Euclidean Jordan algebra؛ Interior-point method؛ Polynomial complexity | ||
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آمار تعداد مشاهده مقاله: 16 |
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