An example of SDPs (semidenite programs) exhibits a substantial diculty in proving the superlinear convergence of a direct extension of the Mizuno-Todd-Ye type predictor-corrector primal-dual interior-point method for LPs (linear programs) to SDPs, and suggests that we need to force the generated sequence to converge to a solution tangentially to the… (More)
This paper proposes a globally convergent predictor-corrector infeasible-interior-point algorithm for the monotone semidenite linear complementarity problem using the Alizadeh-Haeberly-Overton search direction, and shows its quadratic local convergence under the strict complementarity condition.
This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguished features of the method are full use of the BFGS quasi-Newton method in the corrector procedure, and an application of the conjugate gradient method… (More)
Let C be a full dimensional, closed, pointed and convex cone in a nite dimensional real vector space E with an inner product hx; yi of x; y 2 E, and M a maximal monotone subset of E 2 E. This paper studies the existence and continuity of centers of the monotone generalized complementarity problem associated with C and M: Find (x; y) 2 M \ (C 2 C 3) such… (More)