TY - JOUR
T1 - A note on the local convergence of a predictor-corrector interior-point algorithm for the semidefinite linear complementarity problem based on the Alizadeh-Haeberly-Overton search direction
AU - Lu, Zhaosong
AU - Monteiro, Renato D.C.
PY - 2005
Y1 - 2005
N2 - This note points out an error in the local quadratic convergence proof of the predictor-corrector interior-point algorithm for solving the semidefinite linear complementarity problem based on the Alizadeh-Haeberly-Overton search direction presented in [M. Kojima, M. Shida, and S. Shindoh, SIAM J. Optim., 9 (1999), pp. 444-465]. Their algorithm is slightly modified and the local quadratic convergence of the resulting method is established.
AB - This note points out an error in the local quadratic convergence proof of the predictor-corrector interior-point algorithm for solving the semidefinite linear complementarity problem based on the Alizadeh-Haeberly-Overton search direction presented in [M. Kojima, M. Shida, and S. Shindoh, SIAM J. Optim., 9 (1999), pp. 444-465]. Their algorithm is slightly modified and the local quadratic convergence of the resulting method is established.
KW - Interior-point algorithm
KW - Local quadratic convergence
KW - Predictor-corrector algorithm
KW - Semidefinite linear complementarity problem
KW - Semidefinite programming
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U2 - 10.1137/04060531X
DO - 10.1137/04060531X
M3 - Article
AN - SCOPUS:27844434641
SN - 1052-6234
VL - 15
SP - 1147
EP - 1154
JO - SIAM Journal on Optimization
JF - SIAM Journal on Optimization
IS - 4
ER -