What is it about?
In this paper, the behavior of off-central paths near solutions of a monotone semidefinite linear complementarity problem is investigated. These paths correspond to iterates generated by an interior point algorithm to solve the problem. These iterates are generated from a particular type of search direction that has been implemented in existing interior point solvers.
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Why is it important?
Studying the behavior of these paths enables one to understand how iterates generated by the interior point algorithm behave near solutions of the problem.
Perspectives
This paper is part of a series of work on the local convergence study of interior point iterates generated by an interior point algorithm to solve semidefinite linear complementarity problems, which include semidefinite programs.
Dr Chee Khian Sim
University of Portsmouth
Read the Original
This page is a summary of: Asymptotic Behavior of Helmberg-Kojima-Monteiro (HKM) Paths in Interior-Point Methods for Monotone Semidefinite Linear Complementarity Problems: General Theory, Journal of Optimization Theory and Applications, December 2007, Springer Science + Business Media,
DOI: 10.1007/s10957-007-9280-3.
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