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Primal-dual algorithms for SDLCP based on the Monteiro-Zhang family of directions. (English) Zbl 1243.90218
Summary: We show that the polynomial iteration-complexity bounds of the well known algorithms for linear programming, namely the short-step path-following algorithm of M. Kojima, S. Shindo and S. Hara [SIAM J. Optim. 8, 387-396 (1998; Zbl 0913.90252)] and Monteiro and Alder (cf. R. D. C. Monteiro [SIAM J. Optim. 7, No. 3, 663–678 (1997; Zbl 0913.65051)]), carry over to the context of SDLCP.
MSC:
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65G20 Algorithms with automatic result verification
65G50 Roundoff error
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