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    STUDIA INFORMATICA - Issue no. 2 / 2015  
         
  Article:   AN INFEASIBLE INTERIOR-POINT METHOD FOR THE CARTESIAN P*(K) SECOND-ORDER CONE LINEAR COMPLEMENTARITY PROBLEM WITH ONE CENTERING STEP.

Authors:  .
 
       
         
  Abstract:   In this paper, we present a new full step infeasible interior-point algorithm for the Cartesian P*(K) linear complementarity problem over second-order cones. The algorithm uses only full Nesterov and Toddsteps. Each (main) iteration of the algorithm consists of one so-called feasibility step and only one centering step. The algorithm starts with a strictly feasible point of a perturbed problem, after an iteration, the new iterate is still strictly feasible of the new perturbed problem. The algorithm has the same complexity as the best known infeasible interior-point methods.

2010 Mathematics Subject Classi fication. 90C51, 90C33.
Key words and phrases. The Cartesian product of second-order cones, Linear comple-mentarity problem, Infeasible interior-point method, Polynomial complexity.
 
         
     
         
         
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