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Paper   IPM / M / 15171
School of Mathematics
  Title:   A wide neighborhood infeasible-interior-point method with arc-search for p*(k)-SCLCPs
  Author(s):  Marzieh Sayadi Shahraki (Joint with H. Mansouri and M. Zangiabadi)
  Status:   Published
  Journal: Optimization
  Vol.:  67
  Year:  2018
  Pages:   409-425
  Supported by:  IPM
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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