Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/14433
Title: Underlying paths and local convergence behaviour of path-following interior point algorithm for SDLCP and SOCP
Authors: SIM CHEE KHIAN 
Keywords: Off-central path,Monotone semidefinite linear complementarity problem,Second order cone programming,Analyticity,Strict complementarity,ODE
Issue Date: 21-Jan-2005
Source: SIM CHEE KHIAN (2005-01-21). Underlying paths and local convergence behaviour of path-following interior point algorithm for SDLCP and SOCP. ScholarBank@NUS Repository.
Abstract: We present a new way to view the off-central path in path-following interior point method for monotone semidefinite linear complementarity problem (SDLCP) and second order cone programming (SOCP). Using this definition, we show the existence of off-central path for SDLCP for general direction. Restricting to a particular direction, we analyse a simple SDP example to show that not all off-central paths are analytic at the optimal solution. We then investigate its implication on the local convergence behaviour of first-order predictor-corrector algorithm. We also give a necessary and sufficient condition for off-central path for general SDLCP to be analytic at the limit point when \mu = 0. Next, we show the existence of off-central path for SOCP for a particular direction. We then investigate asymptotic properties, for example, strict complementarity convergence, asymptotic analyticity, of these off-central paths.
URI: http://scholarbank.nus.edu.sg/handle/10635/14433
Appears in Collections:Ph.D Theses (Open)

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