A Mehrotra-type second-order predictor-corrector algorithm for nonlinear complementarity problems over symmetric cones

被引：0
|
作者：
Zhao, Huali [1 ]
Yang, Jun [1 ]
机构：
[1] Xianyang Normal Univ, Sch Math & Informat Sci, Xianyang, Peoples R China
来源：
OPTIMIZATION | 2024年 / 73卷 / 01期
关键词：
Nonlinear complementarity problem; interior point algorithm; symmetric cone; predictor corrector; INTERIOR-POINT ALGORITHMS; HOMOGENEOUS ALGORITHMS; POLYNOMIAL CONVERGENCE;
D O I：
10.1080/02331934.2022.2098124
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper presents a Mehrotra-type predictor-corrector algorithm for monotone nonlinear complementarity problems over symmetric cones. The proposed algorithm is a second-order predictor-corrector interior point algorithm. Based on a one-norm wide neighbourhood, the iteration complexity of the algorithm is estimated and some numerical results are provided. The numerical results show that the algorithm is efficient and reliable.
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页码：189 / 204
页数：16
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