Complexity of a noninterior path-following method for the linear complementarity problem

DOI10.1023/A:1013040428127MaRDI QIDQ5959900zbMATH OpenFDO

Authors James V. Burke, Song Xu

Publication date 11 April 2002

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1013040428127

zbMATH Keywords

Linear complementarity, noninterior path-following methods, complexity of algorithms

Mathematics Subject Classification ID

Interior-point methods (90C51) Abstract computational complexity for mathematical programming problems (90C60) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• A class of smoothing functions for nonlinear and mixed complementarity problems
• A complexity analysis of a smoothing method using CHKS-functions for monotone linear complementarity problems
• A global linear and local quadratic continuation smoothing method for variational inequalities with box constraints
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem
• A polynomial time interior-point path-following algorithm for LCP based on Chen-Harker-Kanzow smoothing techniques
• Error bounds for the linear complementarity problem with a P-matrix
• Global Convergence Analysis of the Generalized Newton and Gauss-Newton Methods of the Fischer-Burmeister Equation for the Complementarity Problem
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Global convergence of a class of non-interior point algorithms using Chen-Harker-Kanzow-Smale functions for nonlinear complementarity problems
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
• New improved error bounds for the linear complementarity problem
• On Homotopy-Smoothing Methods for Box-Constrained Variational Inequalities
• On a global projection-type error bound for the linear complementarity problem
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• Some interlacing properties of the Schur complement of a Hermitian matrix
• The global linear convergence of a noninterior path-following algorithm for linear complementarity problems
• The global linear convergence of an infeasible non-interior path-following algorithm for complementarity problems with uniform \(P\)-functions

Cited in

(13)

• The global linear convergence of a noninterior path-following algorithm for linear complementarity problems
• Some non-interior path-following methods based on a scaled central path for linear complementarity problems
• Complexity analysis of a linear complementarity algorithm based on a Lyapunov function
• scientific article; zbMATH DE number 1979243 (Why is no real title available?)
• A general class of penalty/barrier path-following Newton methods for nonlinear programming
• An interior point parameterized central path following algorithm for linearly constrained convex programming
• On the rate of local convergence of high-order-infeasible-path-following algorithms for \(P_*\)-linear complementarity problems
• scientific article; zbMATH DE number 5138975 (Why is no real title available?)
• An \(O(n^ 3L)\) adaptive path following algorithm for a linear complementarity problem
• Interior hybrid proximal extragradient methods for the linear monotone complementarity problem
• An entire space polynomial-time algorithm for linear programming
• An exterior point polynomial-time algorithm for convex quadratic programming
• A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem

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