Search directions and convergence analysis of some infeasibnle path-following methods for the monoton semi-definite lcp*
作者:
Paul Tseng,
期刊:
Optimization Methods and Software
(Taylor Available online 1998)
卷期:
Volume 9,
issue 4
页码: 245-268
ISSN:1055-6788
年代: 1998
DOI:10.1080/10556789808805695
出版商: Gordon and Breach Science Publishers
关键词: Search Directions;Convergence;Path-Following;Monotone Semi-Definite LCP
数据来源: Taylor
摘要:
We consider a family of primal/primal-dual/dual search directions for the monotone LCP over the space ofn×nsymmetric block-diagonal matrices. We consider twio infea-sible predictor-corrector path-following methods using these search directions, with the predictor and corrector steps used either in series (similar to the Mizuno-Todd-Ye method) or in parallel (similar to Mizuno et al./McShane's method). The methods attaijn global linear convergence with a convergence ratio which, depending on the quality of the starting iterate, ranges from.Our analysis is fairly compact and parallels that for the LP and LCP cases
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