Generalization of Murty's direct algorithm to linear and convex quadratic programming

DOI10.1007/BF00939630MaRDI QIDQ1106739zbMATH OpenFDO

Authors Michael M. Kostreva

Publication date 1989

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

Full work available at URL https://doi.org/10.1007/BF00939630

zbMATH Keywords

convex quadratic programmingequality and inequality constraintserror controlMurty's algorithmoptimality conditions

Mathematics Subject Classification ID

Linear programming (90C05) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

Murty's algorithm for the linear complementarity problem is generalized to solve the optimality conditions for linear and convex quadratic programming problems with both equality and inequality constraints. An implementation is suggested which provides both efficiency and tight error control. Numerical experiments as well as field tests in various applications show favorable results.

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Cites work

• Classes of functions and feasibility conditions in nonlinear complementarity problems
• Elasto-hydrodynamic lubrication: A non-linear complementarity problem
• scientific article; zbMATH DE number 3159112 (Why is no real title available?)
• scientific article; zbMATH DE number 3538668 (Why is no real title available?)
• scientific article; zbMATH DE number 3248502 (Why is no real title available?)
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• On a Direct Algorithm for Nonlinear Complementarity Problems
• Robust implementation of Lemke's method for the linear complementarity problem
• Sets of Generalized Complementarity Problems and P-Matrices

Cited in

(9)

• Global convergence analysis of algorithms for finding feasible points in norm-relaxed MFD
• A generalization of the norm-relaxed method of feasible directions
• Norm-relaxed method of feasible directions for solving nonlinear programming problems
• Convergence analysis of norm-relaxed method of feasible directions
• Self-tuning norm-relaxed method of feasible directions
• Future paths for integer programming and links to artificial intelligence
• New perturbation results for solving the linear complementarity problem with \(P_o\)-matrices
• The vertical linear complementarity problem associated withP_o-matrices
• Relative difference in diversity between populations

Describes a project that uses

Uses Software

• LINPACK
• Algorithm 431
• IMSL Numerical Libraries

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