Authors: Martin Preiß Josef Stoer
Publish Date: 2003/08/18
Volume: 99, Issue: 3, Pages: 499-520
Abstract
We consider semidefinite monotone linear complementarity problems SDLCP in the space n of real symmetric n×nmatrices equipped with the cone n + of all symmetric positive semidefinite matrices One may define weighted using any M∈ n ++ as weight infeasible interior point paths by replacing the standard condition XY=rI r0 that defines the usual central path by XY+YX/2=rM Under some mild assumptions the most stringent is the existence of some strictly complementary solution of SDLCP these paths have a limit as r↓0 and they depend analytically on all path parameters such as r and M even at the limit point r=0
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