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A weighted-path-following method for symmetric cone linear complementarity problems

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  • In this paper a weighted-path-following interior-point algorithm for linear complementarity problem over symmetric cones is proposed that uses new search directions. The complexity results of the new algorithm derived and proved that the proposed algorithm has quadratically convergent with polynomial-time. We conclude that following the central path yields to the best iteration bound in this case as well.
    Mathematics Subject Classification: Primary: 90C33, Secondary: 90C51.

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