An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps

DOI10.1080/1055678021000049327MaRDI QIDQ4709746zbMATH OpenOpenAlexFDO

Authors M. G. Gasparo, Alessandro Armellini, Sandra Pieraccini

Publication date 25 March 2004

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/1055678021000049327

zbMATH Keywords

complementarity problemsInfeasible interior point methodvariational inequalities

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

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Cites work

• A class of nonmonotone conjugate gradient methods for unconstrained optimization
• A class on nonmonotone stabilization methods in unconstrained optimization
• A new class of semismooth Newton-type methods for nonlinear complementarity problems
• A nonmonotone Broyden method for unconstrained optimization
• A nonmonotone hybrid method for nonlinear systems^∗
• A Nonmonotone Line Search Technique for Newton’s Method
• A Robust Trust-Region Algorithm with a Nonmonotonic Penalty Parameter Scheme for Constrained Optimization
• A semismooth equation approach to the solution of nonlinear complementarity problems
• A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
• Accelerating the convergence of the diagonalization and projection algorithms for finite-dimensional variational inequalities
• An inexact interior point method for monotone NCP
• An Infeasible Path-Following Method for Monotone Complementarity Problems
• Global convergence in infeasible-interior-point algorithms
• Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• Inexact interior-point method
• Interior-point methods for nonlinear complementarity problems
• Nonmonotone algorithms for pattern search methods
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• Nonmonotone stabilization methods for nonlinear equations
• Solving the Nonlinear Complementarity Problem by a Homotopy Method
• The semismooth algorithm for large scale complementarity problems

Cited in

(4)

• Inexact non-interior continuation method for solving large-scale monotone SDCP
• Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
• An inexact interior-point method for system analysis
• Inexact non-interior continuation method for monotone semidefinite complementarity problems

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