Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems

DOI10.1023/A:1022691020204zbMath0907.90263OpenAlexW1849236168MaRDI QIDQ1265014

Jie Sun, Gongyun Zhao

Publication date: 11 February 1999

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022691020204

zbMATH Keywords

rate of convergenceinterior-point methodsmonotone variational inequality problems

Mathematics Subject Classification ID

Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (3)

A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming ⋮ Solving asymmetric variational inequalities via convex optimization ⋮ Convergence of a non-interior smoothing method for variational inequality problems

Cites Work

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• Interior-point methods for nonlinear complementarity problems
• A predictor-corrector method for extended linear-quadratic programming
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
• A Predictor-Corrector Algorithm for a Class of Nonlinear Saddle Point Problems
• An Infeasible Path-Following Method for Monotone Complementarity Problems
• Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems

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