H. Mansouri
Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, P.O. Box 115, Shahrekord, Iran.
[ 1 ] - Global convergence of an inexact interior-point method for convex quadratic symmetric cone programming
In this paper, we propose a feasible interior-point method for convex quadratic programming over symmetric cones. The proposed algorithm relaxes the accuracy requirements in the solution of the Newton equation system, by using an inexact Newton direction. Furthermore, we obtain an acceptable level of error in the inexact algorithm on convex quadratic symmetric cone programmin...
[ 2 ] - Improved infeasible-interior-point algorithm for linear complementarity problems
We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...
[ 3 ] - An interior-point algorithm for $P_{ast}(kappa)$-linear complementarity problem based on a new trigonometric kernel function
In this paper, an interior-point algorithm for $P_{ast}(kappa)$-Linear Complementarity Problem (LCP) based on a new parametric trigonometric kernel function is proposed. By applying strictly feasible starting point condition and using some simple analysis tools, we prove that our algorithm has $O((1+2kappa)sqrt{n} log nlogfrac{n}{epsilon})$ iteration bound for large-update methods, which coinc...
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