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

Huali Zhao () and Hongwei Liu ()
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Huali Zhao: Xidian University
Hongwei Liu: Xidian University

Journal of Optimization Theory and Applications, 2018, vol. 176, issue 2, No 8, 410-427

Abstract: 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.

Keywords: Nonmonotone; Nonlinear complementarity problem; Infeasible; Interior point algorithm; Symmetric cone; Predictor corrector; 90C33; 90C51 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10957-017-1194-0

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