Limiting Behavior of the Derivatives of Certain Trajectories Associated with a Monotone Horizontal Linear Complementarity Problem

DOI10.1287/moor.21.4.793zbMath0867.90111OpenAlexW2026418020MaRDI QIDQ4332252

Renato D. C. Monteiro, Takashi Tsuchiya

Publication date: 4 August 1997

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.21.4.793

zbMATH Keywords

asymptotic behaviorinterior point methodsexistence resultsaffine scaling algorithmmonotone horizontal linear complementarity problemtrajectory of solutions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (18)

Analysis of some interior point continuous trajectories for convex programming ⋮ Error bounds for analytic systems and their applications ⋮ Reducing a monotone horizontal LCP to an LCP ⋮ Error bounds in mathematical programming ⋮ Trajectory-following methods for large-scale degenerate convex quadratic programming ⋮ On the extended linear complementarity problem ⋮ On the complexity of analyticity in semi-definite optimization ⋮ The Convergent Generalized Central Paths for Linearly Constrained Convex Programming ⋮ A smoothing Gauss-Newton method for the generalized HLCP ⋮ Asymptotic behavior of the central path for a special class of degenerate SDP problems ⋮ Examples of ill-behaved central paths in convex optimization ⋮ Limiting behavior of the Alizadeh–Haeberly–Overton weighted paths in semidefinite programming ⋮ Underlying paths in interior point methods for the monotone semidefinite linear complementarity problem ⋮ Polynomial interior-point algorithms for \(P_*(\kappa )\) horizontal linear complementarity problem ⋮ A homotopy method for solving the horizontal linear complementarity problem ⋮ An interior point potential reduction method for constrained equations ⋮ A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems ⋮ Analyticity of the central path at the boundary point in semidefinite programming

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