On Two Interior-Point Mappings for Nonlinear Semidefinite Complementarity Problems

Published Online:https://doi.org/10.1287/moor.23.1.39

References

  • Alizadeh F. Interior point methods in semidefinite programming with application to combinatorial optimization. SIAM J. Optim. (1995) 5 13 51 CrossrefGoogle Scholar
  • Alizadeh F. , Haeberly J.-P. A. , Overton M. L. Primal-dual interior-point methods for semidefinite programming (1994) . Manuscript presented at the Math Programming Symposium, Ann Arbor Google Scholar
  • Alizadeh F. , Haeberly J.-P. A. , Overton M. L. Complementarity and nondegeneracy in semidefinite programming. Math. Programming (1997) 77 111 128 CrossrefGoogle Scholar
  • Ambrosetti A. , Prodi G. A Primer of Nonlinear Analysis (1993) (Cambridge University Press, Cambridge) Google Scholar
  • Goldfarb D. , Scheinberg K. Interior point trajectories in semidefinite programming (1996) (Department of Industrial Engineering and Operations Research, Columbia University, New York) . Manuscript Google Scholar
  • Kojima M. , Shida M. , Shindoh S. Reduction of monotone linear complementarity problem over cones to linear programs over cones (1995a) . Research report B-296, Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, Tokyo, Japan Google Scholar
  • Kojima M. , Shida M. , Shindoh S. Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs (1995b) . Research report B-306, Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, Tokyo, Japan. Math. Programming (to appear) Google Scholar
  • Kojima M. , Shida M. , Shindoh S. A predictor-corrector interior-point methods for the semidefinite linear complementarity problem using the Alizadeh-Haeberly-Overton search direction (1996) . Research report B-311, Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, Tokyo, Japan Google Scholar
  • Kojima M. , Shindoh S. , Hara S. Interior-point methods for the monotone semidefinite linear complementarity problem in symmetric matrices. SIAM J. Optim. (1997) 7 86 125 CrossrefGoogle Scholar
  • Luo Z. Q. , Sturm J. F. , Zhang S. Z. Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming (1996a) (Econometric Institute, Erasmus University, Rotterdam, The Netherlands) . SIAM J. Optim. (to appear) Manuscript Google Scholar
  • Luo Z. Q. , Sturm J. F. , Zhang S. Z. Duality and self-duality for conic convex programming (1996b) (Econometric Institute, Erasmus University, Rotterdam, The Netherlands) . Manuscript Google Scholar
  • Monteiro R. D. C. Primal-dual path-following algorithms for semidefinite programming. SIAM J. Optim. (1997) 7 663 678 CrossrefGoogle Scholar
  • Monteiro R. D. C. , Pang J. S. Properties of an interior-point mapping for mixed complementarity problems. Math. Oper. Res. (1996) 21 629 654 LinkGoogle Scholar
  • Nesterov Y. E. , Nemirovskii A. S. Interior Point Methods in Convex Programming: Theory and Application (1994) (Society of Industrial and Applied Mathematics, Philadelphia) CrossrefGoogle Scholar
  • Nesterov Y. E. , Todd M. J. Primal-dual interior-point methods for self-scaled cones (1995) . Technical report no. 1125, School of Operations Research and Industrial Engineering, Cornell University, Ithaca. SIAM J. Optim. to appear Google Scholar
  • Nesterov Y. E. , Todd M. J. Self-scaled barriers and interior-point methods for convex programming. Math. Oper. Res. (1997) 22 1 42 LinkGoogle Scholar
  • Ortega J. M. , Rheinboldt W. C. Iterative Solution of Nonlinear Equations in Several Variables (1970) (Academic Press, New York) Google Scholar
  • Potra F. A. , Sheng R. A superlinearly convergent primal-dual infeasible-interior-point algorithm for semidefinite programming (1995) . Report on Computational Mathematics No. 78, Department of Mathematics, The University of Iowa, Iowa. SIAM J. Optim. to appear Google Scholar
  • Ramana M. V. , Tunçel L. , Wolkowicz H. Strong duality for semidefinite programming. SIAM J. Optim. (1997) 7 641 662 CrossrefGoogle Scholar
  • Rockafellar R. T. Convex Analysis (1970) (Princeton University Press, Princeton, New Jersey) CrossrefGoogle Scholar
  • Shapiro A. First and second order analysis of nonlinear semidefinite programs. Math. Programming (1997) 77 301 320 CrossrefGoogle Scholar
  • Shida M. , Shindoh S. Monotone semidefinite complementarity problems (1996) . Research report B-312, Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, Tokyo, Japan Google Scholar
  • Shida M. , Shindoh S. , Kojima M. Centers of monotone generalized complementarity problems. Math. Oper. Res. (1997) 22 969 976 LinkGoogle Scholar
  • Shida M. , Shindoh S. , Kojima M. Existence of search directions in interior-point algorithms for the SDP and the monotone SDLCP (1996) . Research reports B-310, Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, Tokyo, Japan. SIAM J. Optim. to appear Google Scholar
  • Vandenberghe L. , Boyd S. Semidefinite programming. SIAM Rev. (1996) 38 49 95 CrossrefGoogle Scholar
  • Zhang Y. On extending some primal-dual interior-point algorithms from linear programming to semidefinite programming (1995) . Technical report 95-20, Department of Mathematics and Statistics, University of Maryland Baltimore County, Baltimore. SIAM J. Optim. to appear Google Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.