Analysis of infeasible-interior-point paths arising with semidefinite linear complementarity problems View Full Text


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Article Info

DATE

2003-08-18

AUTHORS

Martin Preiß, Josef Stoer

ABSTRACT

.We consider semidefinite monotone linear complementarity problems (SDLCP) in the space n of real symmetric n×n-matrices equipped with the cone n+ of all symmetric positive semidefinite matrices. One may define weighted (using any M∈n++ as weight) infeasible interior point paths by replacing the standard condition XY=rI, r>0, (that defines the usual central path) by (XY+YX)/2=rM. Under some mild assumptions (the most stringent is the existence of some strictly complementary solution of (SDLCP)), these paths have a limit as r↓0, and they depend analytically on all path parameters (such as r and M), even at the limit point r=0. More... »

PAGES

499-520

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10107-003-0463-x

DOI

http://dx.doi.org/10.1007/s10107-003-0463-x

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1035876124


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