An infeasible-interior-point algorithm for linear complementarity problems

DOI10.1007/BF01582211MaRDI QIDQ1340065zbMATH OpenFDO

Authors Stephen J. Wright

Publication date 11 December 1994

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01582211

zbMATH Keywords

\(Q\)-subquadratic convergence rateinfeasible-interior-point algorithmmonotone linear complementarity

Mathematics Subject Classification ID

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

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Cites work

• A primal-dual infeasible-interior-point algorithm for linear programming
• A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
• Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
• Computational schemes for large-scale problems in extended linear- quadratic programming
• Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
• On Q-order and R-order of convergence
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
• Superlinear convergence of infeasible-interior-point methods for linear programming

Cited in

(31)

• Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points
• On quasi-solution to infeasible linear complementarity problem obtained by Lemke's method
• Convergence analysis of an infeasible interior point algorithm based on a regularized central path for linear complementarity problems
• A novel gradient-based neural network for solving convex second-order cone constrained variational inequality problems
• Global convergence enhancement of classical linesearch interior point methods for MCPs
• On the equivalence of linear complementarity problems
• A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
• An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence
• A path-following interior-point algorithm for linear and quadratic problems
• A superquadratic infeasible-interior-point method for linear complementarity problems
• A new neural network model for solving random interval linear programming problems
• Neural network for solving SOCQP and SOCCVI based on two discrete-type classes of SOC complementarity functions
• An \(\ell_{2}\)-neighborhood infeasible interior-point algorithm for linear complementarity problems
• Optimized choice of parameters in interior-point methods for linear programming
• The complexity of self-regular proximity based infeasible IPMs
• An arc-search infeasible interior-point algorithm for horizontal linear complementarity problem in the N∞− neighbourhood of the central path
• An infeasible interior point method for the monotone linear complementarity problem
• Neural networks for solving second-order cone constrained variational inequality problem
• A Quadratically Convergent Infeasible-Interior-Point Algorithm for LCP with Polynomial Complexity
• An Infeasible-Interior-Point Method for Linear Complementarity Problems
• scientific article; zbMATH DE number 1506063 (Why is no real title available?)
• LOQO:an interior point code for quadratic programming
• A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function
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• A superlinearly convergent smoothing Newton continuation algorithm for variational inequalities over definable sets
• An infeasible-start path-following method for monotone LCPs
• A smoothed NR neural network for solving nonlinear convex programs with second-order cone constraints
• An adaptive infeasible interior-point algorithm for linear complementarity problems
• A combined homotopy interior point method for the linear complementarity problem

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