On homogeneous and self-dual algorithms for LCP

DOI10.1007/BF02614384zbMath0881.90116OpenAlexW2065615220MaRDI QIDQ1361111

Yinyu Ye

Publication date: 19 February 1998

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

Full work available at URL: https://doi.org/10.1007/bf02614384

zbMATH Keywords

monotone linear complementarityhomogeneous and self-dual linear programminginfeasible-starting algorithm

Mathematics Subject Classification ID

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

Related Items (19)

Conic convex programming and self-dual embedding ⋮ An \(O(\sqrt{n}L)\) iteration Mehrotra-type predictor-corrector algorithm for monotone linear complementarity problem ⋮ Sparse solutions of linear complementarity problems ⋮ A new path-following algorithm for nonlinear \(P_*\) complementarity problems ⋮ Initialization in semidefinite programming via a self-dual skew-symmetric embedding ⋮ A wide-neighborhood predictor-corrector interior-point algorithm for linear complementarity problems ⋮ An infeasible full-NT step IPM for horizontal linear complementarity problem over Cartesian product of symmetric cones ⋮ Kernel-based interior-point methods for monotone linear complementarity problems over symmetric cones ⋮ A homogeneous smoothing-type algorithm for symmetric cone linear programs ⋮ A homogeneous model for monotone mixed horizontal linear complementarity problems ⋮ Improved bounds on the energy-minimizing strains in martensitic polycrystals ⋮ A full-Newton step feasible interior-point algorithm for \(P_\ast(\kappa)\)-linear complementarity problems ⋮ Interior-point algorithm based on general kernel function for monotone linear complementarity problem ⋮ A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties ⋮ Verification for existence of solutions of linear complementarity problems ⋮ Interior-point methods for CartesianP_*(κ)-linear complementarity problems over symmetric cones based on the eligible kernel functions ⋮ A logarithmic descent direction algorithm for the quadratic knapsack problem ⋮ An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods ⋮ Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem

Cites Work

• Unnamed Item
• Convergence behavior of interior-point algorithms
• An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
• Local convergence of interior-point algorithms for degenerate monotone LCP
• Some perturbation theory for linear programming
• A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
• A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
• A simplified homogeneous and self-dual linear programming algorithm and its implementation
• Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• Error bounds for monotone linear complementarity problems

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