An Infeasible Path-Following Method for Monotone Complementarity Problems

DOI10.1137/S105262349427409XzbMath0882.90123MaRDI QIDQ4340804

Paul Tseng

Publication date: 12 June 1997

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

local quadratic convergencemonotone complementarity problemmonotone complementarityglobal Q-linear convergenceinfeasible path-following method

Mathematics Subject Classification ID

Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (17)

Solution of monotone complementarity problems with locally Lipschitzian functions ⋮ A new path-following algorithm for nonlinear \(P_*\) complementarity problems ⋮ A feasible directions algorithm for nonlinear complementarity problems and applications in mechanics ⋮ A non-interior implicit smoothing approach to complementarity problems for frictionless contacts ⋮ A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems^* ⋮ Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications ⋮ The asymptotic Browder Hartman Stampacchia condition and interior bands of \(\varepsilon\)-solutions for nonlinear complementarity problems ⋮ Error bounds for \(R_0\)-type and monotone nonlinear complementarity problems. ⋮ A regularized projection method for complementarity problems with non-Lipschitzian functions ⋮ The complexity of self-regular proximity based infeasible IPMs ⋮ Improving the convergence of non-interior point algorithms for nonlinear complementarity problems ⋮ Two interior-point methods for nonlinear \(P_*(\tau)\)-complementarity problems. ⋮ An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps ⋮ Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems ⋮ An inexact interior point method for monotone NCP ⋮ Global convergence enhancement of classical linesearch interior point methods for MCPs ⋮ Iteration complexity of an interior-point algorithm for nonlinear p∗-complementarity problems

This page was built for publication: An Infeasible Path-Following Method for Monotone Complementarity Problems