Interior-point methods for nonlinear complementarity problems

DOI10.1007/BF02192201zbMath0851.90122OpenAlexW2061027379MaRDI QIDQ1918290

Yinyu Ye, Florian A. Potra

Publication date: 31 July 1996

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

Full work available at URL: https://doi.org/10.1007/bf02192201

zbMATH Keywords

convergence ratespotential reduction interior-point algorithmmonotone nonlinear complementarity

Mathematics Subject Classification ID

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

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Cites Work

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• An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• An analogue of Moreau's proximation theorem, with application to the nonlinear complementarity problem
• On the classical logarithmic barrier function method for a class of smooth convex programming problems
• An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
• Homotopy Continuation Methods for Nonlinear Complementarity Problems
• A Quadratically Convergent Polynomial Algorithm for Solving Entropy Optimization Problems
• Existence of Interior Points and Interior Paths in Nonlinear Monotone Complementarity Problems
• A Superlinearly Convergent Polynomial Primal-Dual Interior-Point Algorithm for Linear Programming
• Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems

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