Infeasible Mehrotra-type predictor-corrector algorithm for cartesian P*(κ) nonlinear complementarity problems over symmetric cones.

This paper establishes a theoretical framework of infeasible Mehrotra-type predictor-corrector algorithm for Cartesian nonlinear complementarity problems over symmetric cones which can be regarded as an extension of Liu et al. [Polynomial convergence of Mehrotra-type predictor-corrector algorithm for the Cartesian -LCP over symmetric cones, Optimization 64(4) (2013), pp. 1-23] for Cartesian linear complementarity problems over symmetric cones to Cartesian nonlinear complementarity problems over symmetric cones. The iteration complexities of the proposed algorithm are estimated and some numerical results are provided. The numerical results show that the proposed algorithm is efficient and reliable. [ABSTRACT FROM AUTHOR]