Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points

DOI10.1007/BF02614385zbMath0881.90115OpenAlexW2000246067MaRDI QIDQ1361112

Rongqin Sheng, Florian A. Potra

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/bf02614385

zbMATH Keywords

linear complementarity problemssuperlinear convergencepredictor-corrector algorithm

Mathematics Subject Classification ID

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

Related Items (29)

Full Nesterov–Todd step feasible interior-point method for the CartesianP_*(κ)-SCLCP ⋮ A new path-following algorithm for nonlinear \(P_*\) complementarity problems ⋮ A Mizuno-Todd-Ye type predictor-corrector algorithm for sufficient linear complementarity problems ⋮ Complexity analysis of a full-{N}ewton step interior-point method for linear optimization ⋮ A full-Newton step infeasible interior-point algorithm for \(P_\ast (\kappa)\) linear complementarity problem ⋮ A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones ⋮ A corrector-predictor interior-point method with new search direction for linear optimization ⋮ New Interior-Point Algorithm for Symmetric Optimization Based on a Positive-Asymptotic Barrier Function ⋮ Large-neighborhood infeasible predictor-corrector algorithm for horizontal linear complementarity problems over Cartesian product of symmetric cones ⋮ A large-update interior-point method for Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones ⋮ New complexity analysis of a full-Newton step feasible interior-point algorithm for \(P_\ast(\kappa)\)-LCP ⋮ Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path ⋮ A full-Newton step feasible interior-point algorithm for \(P_\ast(\kappa)\)-linear complementarity problems ⋮ A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions ⋮ Improved full-Newton step \(O(nL)\) infeasible interior-point method for linear optimization ⋮ New method for determining search directions for interior-point algorithms in linear optimization ⋮ Large-step interior-point algorithm for linear optimization based on a new wide neighbourhood ⋮ Unnamed Item ⋮ Two interior-point methods for nonlinear \(P_*(\tau)\)-complementarity problems. ⋮ A new full-Newton step interior-point method for \(P_*(\kappa)\)-LCP based on a positive-asymptotic kernel function ⋮ Feasible Corrector-Predictor Interior-Point Algorithm for $P_{*} (\kappa)$-Linear Complementarity Problems Based on a New Search Direction ⋮ Superlinearly convergent infeasible-interior-point algorithm for degenerate LCP ⋮ An infeasible interior-point method for the $P*$-matrix linear complementarity problem based on a trigonometric kernel function with full-Newton step ⋮ Infeasible Mehrotra-Type Predictor-Corrector Interior-Point Algorithm for the CartesianP_*(κ)-LCP Over Symmetric Cones ⋮ \(d\)-orientation sequences for continuous functions and nonlinear complementarity problems ⋮ Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique ⋮ Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones ⋮ Quasi-P\(_*\)-maps, P(\(\tau,\alpha,\beta\))-maps, exceptional family of elements, and complementarity problems ⋮ Polynomial convergence of Mehrotra-type predictor–corrector algorithm for the CartesianP_∗(κ)-LCP over symmetric cones

Cites Work

• A unified approach to interior point algorithms for linear complementarity problems: A summary
• Local convergence of interior-point algorithms for degenerate monotone LCP
• An infeasible-interior-point algorithm for linear complementarity problems
• A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem
• 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 superquadratic infeasible-interior-point method for linear complementarity problems
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• A Quadratically Convergent Infeasible-Interior-Point Algorithm for LCP with Polynomial Complexity
• A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition

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