An Infeasible-Interior-Point Method for Linear Complementarity Problems

DOI10.1137/S1052623495282882zbMath0913.65056OpenAlexW2038257044MaRDI QIDQ4377574

Evangelia Simantiraki, David F. Shanno

Publication date: 10 February 1998

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

Full work available at URL: https://doi.org/10.1137/s1052623495282882

zbMATH Keywords

algorithmglobal convergencenumerical resultslinear complementarityinterior-point methodscomputational performancelogarithmic-barrier method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Complexity and performance of numerical algorithms (65Y20)

Related Items (10)

A limited memory quasi-Newton trust-region method for box constrained optimization ⋮ An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games ⋮ On the natural merit function for solving complementarity problems ⋮ The complexity of self-regular proximity based infeasible IPMs ⋮ A two-step matrix splitting method for the mixed linear complementarity problem ⋮ Iterative descent method for generalized Leontief model ⋮ A potential reduction method for tensor complementarity problems ⋮ Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones ⋮ An efficient implementation of a trust region method for box constrained optimization ⋮ Global convergence enhancement of classical linesearch interior point methods for MCPs

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