A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs

Abstract

An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point methods.

Keywords

• Mixed linear complementarity problem
• Symmetric cone
• Interior-point methods
• Polynomial complexity