118. New class of algebraically equivalent transformations for predictor-corrector algorithms solving symmetric cone horizontal linear complementarity problems
Invited abstract in session WE-3: Interior-Point Methods for Linear Complementarity Problems I, stream Advances in theory and practice of interior-point methods.
Wednesday, 14:45 - 16:15Room: C 104
Authors (first author is the speaker)
| 1. | Zsolt Darvay
|
| Department of Mathematics and Computer Science of the Hungarian Line, Babes-Bolyai University | |
| 2. | Petra Renáta Rigó
|
| Corvinus University of Budapest |
Abstract
We generalize a generic predictor-corrector (PC) interior-point algorithm (IPA) solving horizontal linear complementarity problems (LCPs) over Cartesian product of symmetric cones. We propose the first class of algebraically equivalent transformation (AET) functions for PC IPAs to horizontal LCPs over Cartesian product of symmetric cones. For the first time we use two different AET functions in the predictor and corrector steps, respectively.
Keywords
- Complementarity and variational problems
- Conic and semidefinite optimization
- Linear and nonlinear optimization
Status: accepted
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