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A New Infeasible Mehrotra-Type Predictor–Corrector Algorithm for Nonlinear Complementarity Problems Over Symmetric Cones

Author

Listed:
  • Huali Zhao

    (Xidian University
    Xianyang Normal University)

  • Hongwei Liu

    (Xidian University)

Abstract

This paper establishes a theoretical framework of infeasible Mehrotra-type predictor–corrector algorithm for nonmonotone nonlinear complementarity problems over symmetric cones which can be regarded as an extension the Mehrotra’s algorithm proposed by Salahi et al. (On Mehrotra-type predictor–corrector algorithms. SIAM J Optim 18(4):1377–1397, 2005) from nonnegative orthant to symmetric cone. 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.

Suggested Citation

  • Huali Zhao & Hongwei Liu, 2018. "A New Infeasible Mehrotra-Type Predictor–Corrector Algorithm for Nonlinear Complementarity Problems Over Symmetric Cones," Journal of Optimization Theory and Applications, Springer, vol. 176(2), pages 410-427, February.
    • Handle: RePEc:spr:joptap:v:176:y:2018:i:2:d:10.1007_s10957-017-1194-0
    DOI: 10.1007/s10957-017-1194-0
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    References listed on IDEAS

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    1. M. Muramatsu, 2002. "On a Commutative Class of Search Directions for Linear Programming over Symmetric Cones," Journal of Optimization Theory and Applications, Springer, vol. 112(3), pages 595-625, March.
    2. Y. B. Zhao & J. Y. Han, 1999. "Two Interior-Point Methods for Nonlinear P *(τ)-Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 102(3), pages 659-679, September.
    3. G. Q. Wang & Y. Q. Bai, 2012. "A Class of Polynomial Interior Point Algorithms for the Cartesian P-Matrix Linear Complementarity Problem over Symmetric Cones," Journal of Optimization Theory and Applications, Springer, vol. 152(3), pages 739-772, March.
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