A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh-Haeberly-Overton Search Direction

M. Kojima, M. Shida and S. Shindoh

This paper proposes a globally convergent predictor- corrector infeasible-interior-point algorithm for the monotone semidefinite linear complementarity problem using the Alizadeh-Haeberly-Overton search direction, and shows its quadratic local convergence under the strict complementarity and the nondegeneracy conditions.

Research Report B-311, Dept. of Mathematical and Computing Sciences, Tokyo Institute of Technology, Oh-Okayama, Meguro, Tokyo 152, Japan, January 1996.

Contact: kojima@is.titech.ac.jp