A Predictor-corrector Interior-point Algorithm for the Semidenite Linear Complementarity Problem Using the Alizadeh-haeberly-overton Search Direction

This paper proposes a globally convergent predictor-corrector infeasible-interior-point algorithm for the monotone semidefinite linear complementarity problem using the Alizadeh--Haeberly--Overton search direction, and shows its quadratic local convergence under the strict complementarity condition.

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