Title: The Mizuno–Todd–Ye algorithm in a larger neighborhood of the central path
Abstract: The Mizuno–Todd–Ye predictor–corrector method based on two neighborhoods D(α)⊂D(α) of the central path of a monotone homogeneous linear complementarity problem is analyzed, where D(α) is composed of all feasible points with δ-proximity to the central path less than or equal to α. The largest allowable value for α is ≈1.76. For a specific choice of α and α a lower bound of χn/n is obtained for the stepsize along the affine-scaling direction, where χn has an asymptotic value greater than 1.08. For n⩾400 it is shown that χn>1.05. The algorithm has O(nL)-iteration complexity under general conditions and quadratic convergence under the strict complementarity assumption.
Publication Year: 2002
Publication Date: 2002-12-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 22
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