Global linear convergence of a path-following algorithm for some monotone variational inequality problems

DOI10.1007/BF00941467zbMath0795.49008OpenAlexW2094359668MaRDI QIDQ1321256

Paul Tseng

Publication date: 27 April 1994

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

Full work available at URL: https://doi.org/10.1007/bf00941467

zbMATH Keywords

linear convergenceconvex separable programsmonotone variational inequalityprimal-scaling path-following algorithm

Mathematics Subject Classification ID

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

Related Items (12)

A globally convergent primal-dual interior point algorithm for convex programming ⋮ Interior-point Lagrangian decomposition method for separable convex optimization ⋮ Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems ⋮ Modified primal path-following scheme for the monotone variational inequality problem ⋮ A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems^* ⋮ Solving asymmetric variational inequalities via convex optimization ⋮ Two interior-point methods for nonlinear \(P_*(\tau)\)-complementarity problems. ⋮ Long-step interior-point algorithms for a class of variational inequalities with monotone operators ⋮ Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems ⋮ Long-step primal path-following algorithm for monotone variational inequality problems ⋮ A continuation method for (strongly) monotone variational inequalities ⋮ Iteration complexity of an interior-point algorithm for nonlinear p∗-complementarity problems

Cites Work

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• Complexity analysis of a linear complementarity algorithm based on a Lyapunov function
• On the classical logarithmic barrier function method for a class of smooth convex programming problems
• Complementary pivot theory of mathematical programming
• An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
• An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence

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