A full-NT step interior-point method for weighted linear complementarity problem over symmetric cones

Articles in Press

Document Type : Original paper

Authors

1 Department of Mathematics, Azarbaijan Shahid Madani University, Iran

2 Center for Mathematical and Theoretical Physical Sciences PRISM, MSU-Iligan Institute of Technology, Iligan City, Philippines

Abstract

A full Nesterov-Todd step interior point method is designed and analyzed in this paper to solve the weighted linear complementarity problem in Euclidean Jordan algebra. Under appropriate conditions, it is proven that the full Nesterov-Todd step is strictly feasible and the algorithm has a quadratic convergence rate to the target point on the central path in the framework of Euclidean Jordan algebras. The obtained iteration bound for the algorithm matches the best known current iteration bound for this problem. To the best of our knowledge, this is the first full-step interior point algorithm for the weighted complementarity problem in the space of Euclidean Jordan algebras.

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Main Subjects

Communications in Combinatorics and Optimization

Articles in Press, Accepted Manuscript
Available Online from 15 June 2025

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