An infeasible-interior-point algorithm for linear complementarity problems

DOI10.1007/BF01582211zbMath0821.90119MaRDI QIDQ1340065

Stephen J. Wright

Publication date: 11 December 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

monotone linear complementarityinfeasible-interior-point algorithm\(Q\)-subquadratic convergence rate

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (19)

A novel gradient-based neural network for solving convex second-order cone constrained variational inequality problems ⋮ A combined homotopy interior point method for the linear complementarity problem ⋮ Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points ⋮ A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems ⋮ An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence ⋮ A path-following interior-point algorithm for linear and quadratic problems ⋮ An infeasible-start path-following method for monotone LCPs ⋮ A superquadratic infeasible-interior-point method for linear complementarity problems ⋮ A new neural network model for solving random interval linear programming problems ⋮ Optimized choice of parameters in interior-point methods for linear programming ⋮ Neural networks for solving second-order cone constrained variational inequality problem ⋮ A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function ⋮ The complexity of self-regular proximity based infeasible IPMs ⋮ A smoothed NR neural network for solving nonlinear convex programs with second-order cone constraints ⋮ Neural network for solving SOCQP and SOCCVI based on two discrete-type classes of SOC complementarity functions ⋮ A Superlinearly Convergent Smoothing Newton Continuation Algorithm for Variational Inequalities over Definable Sets ⋮ LOQO:an interior point code for quadratic programming ⋮ Global convergence enhancement of classical linesearch interior point methods for MCPs ⋮ On the equivalence of linear complementarity problems

Cites Work

• On Q-order and R-order of convergence
• A primal-dual infeasible-interior-point algorithm for linear programming
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• Superlinear convergence of infeasible-interior-point methods for linear programming
• Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
• A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
• Computational schemes for large-scale problems in extended linear- quadratic programming
• Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming

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