Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence

DOI10.1007/BF02192304zbMath0824.90129MaRDI QIDQ1893347

Yanyan Li

Publication date: 3 July 1995

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

zbMATH Keywords

superlinear convergencepredictor-corrector algorithmmonotone linear complementarity problems

Mathematics Subject Classification ID

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

Related Items (21)

Local convergence of interior-point algorithms for degenerate monotone LCP ⋮ An infeasible-interior-point algorithm for linear complementarity problems ⋮ A new wide-neighborhood predictor-corrector interior-point method for semidefinite optimization ⋮ The curvature integral and the complexity of linear complementarity problems ⋮ A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem ⋮ Predictor–corrector methods for sufficient linear complementarity problems in a wide neighborhood of the central path ⋮ Trajectory-following methods for large-scale degenerate convex quadratic programming ⋮ An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence ⋮ A superquadratic infeasible-interior-point method for linear complementarity problems ⋮ A full-Newton step \(O(n)\) infeasible-interior-point algorithm for linear complementarity problems ⋮ A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy ⋮ An improved predictor-corrector interior-point algorithm for linear complementarity problems with \(O(\sqrt{n}L)\)-iteration complexity ⋮ Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path ⋮ Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem ⋮ Corrector-predictor methods for sufficient linear complementarity problems ⋮ Adaptive large-neighborhood self-regular predictor-corrector interior-point methods for linear optimization ⋮ Une procédure de purification pour les problèmes de complémentarité linéaire, monotones ⋮ The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path ⋮ Iteration complexity of an interior-point algorithm for nonlinear p∗-complementarity problems ⋮ On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP ⋮ Interior point methods for optimal control of discrete time systems

Cites Work

• Convergence behavior of interior-point algorithms
• A polynomial-time algorithm for a class of linear complementarity problems
• An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
• An interior point potential reduction algorithm for the linear complementarity problem
• A new polynomial time method for a linear complementarity problem
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• AN O(n^3L) ALGORITHM USING A SEQUENCE FOR A LINEAR COMPLEMENTARITY PROBLEM
• A Polynomial-Time Predictor-Corrector Algorithm for a Class of Linear Complementarity Problems
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• A Superlinearly Convergent Polynomial Primal-Dual Interior-Point Algorithm for Linear Programming
• Large-Step Interior Point Algorithms for Linear Complementarity Problems
• On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems

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