What is it about?
We study off-central paths that mimics the behavior of iterates generated by an interior point algorithm to solve a class of optimization problems, namely, semidefinite programs and its generalization - monotone semidefinite linear complementarity problems. We investigate the analyticity behavior of these paths near the optimal solutions to these problems.
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Why is it important?
Understand the behavior of these paths will lead to a better understanding on the local rate of convergence of iterates generated by the interior point algorithm.
Perspectives
This is part of a series of works on the local convergence study of interior point iterates by studying their associated paths, which are defined using a system of ordinary differential equations.
Dr Chee Khian Sim
University of Portsmouth
Read the Original
This page is a summary of: On the Analyticity of Underlying HKM Paths for Monotone Semidefinite Linear Complementarity Problems, Journal of Optimization Theory and Applications, January 2009, Springer Science + Business Media,
DOI: 10.1007/s10957-008-9480-5.
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