A Superlinear Infeasible-Interior-Point Affine Scaling Algorithm for LCP

DOI10.1137/0806001MaRDI QIDQ4877502zbMATH OpenOpenAlexFDO

Authors Renato D. C. Monteiro, Stephen J. Wright

Publication date 13 May 1996

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

Full work available at URL https://semanticscholar.org/paper/0463b13f479eac122088872779ae0475f5e853bc

zbMATH Keywords

infeasible-interior-point algorithmmonotone linear complementaritysuperlinear convergence

Mathematics Subject Classification ID

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

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Cited in

(11)

• A characterization of an \(n\) by \(2n\) ``\(Q_0\)-matrix
• Superlinear primal-dual affine scaling algorithms for LCP
• A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
• A superquadratic infeasible-interior-point method for linear complementarity problems
• Superlinear convergence of an algorithm for monotone linear complementarity problems, when no strictly complementary solution exists
• Loss and retention of accuracy in affine scaling methods
• Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
• A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
• On the Superlinear Convergence of an O(n^3 L) Interior-Point Algorithm for the Monotone LCP
• A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition
• Comprehensive analysis of kernel-based interior-point methods for the P_*()-LCP

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