Large-Step Interior Point Algorithms for Linear Complementarity Problems

DOI10.1137/0803018zbMath0781.90085OpenAlexW2026730947MaRDI QIDQ5287109

Kojima, Masakazu, Yoshifumi Kurita, Shinji Mizuno

Publication date: 11 August 1993

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

Full work available at URL: https://doi.org/10.1137/0803018

zbMATH Keywords

primal-dual interior point algorithmsstep length rules

Mathematics Subject Classification ID

Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (10)

A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming ⋮ Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence ⋮ Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems ⋮ A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems^* ⋮ Convergence behavior of interior-point algorithms ⋮ Interior hybrid proximal extragradient methods for the linear monotone complementarity problem ⋮ Une procédure de purification pour les problèmes de complémentarité linéaire, monotones ⋮ A Superlinearly Convergent Smoothing Newton Continuation Algorithm for Variational Inequalities over Definable Sets ⋮ On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP ⋮ Superlinear and quadratic convergence of primal-dual interior-point methods for linear programming revisited

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