Identification of the optimal active set in a noninterior continuation method for LCP

DOI10.1023/A:1023065422836zbMath1036.90070MaRDI QIDQ1422880

Zhang, Jianzhong, Nai-Hua Xiu

Publication date: 12 February 2004

Published in: Journal of Global Optimization (Search for Journal in Brave)

zbMATH Keywords

linear complementarity; continuation method; optimal active set

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

65H10: Numerical computation of solutions to systems of equations

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

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