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| Paper IPM / M / 15171 |
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| Abstract: | |
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In this paper, we propose an arc-search infeasible-interior-point
method based on the wide
neighborhood \N(τ\k β) for linear complementarity problems over symmetric
cones with the Cartesian P∗(\ka)-property
(P∗(\ka)-SCLCP). The algorithm searches the optimizers along the ellipses that approximate
the central path.
Moreover, we derive the
complexity bound of the algorithm which coincides with the
currently best known theoretical complexity bounds for the short
step path-following algorithm. Some numerical results are
provided to demonstrate the computational performance of the
proposed algorithm.
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