Large-Step Interior Point Algorithms for Linear Complementarity Problems

DOI10.1137/0803018MaRDI QIDQ5287109zbMATH OpenOpenAlexFDO

Authors Masakazu Kojima, Yoshifumi Kurita, Shinji Mizuno

Publication date 11 August 1993

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

Full work available at URL https://doi.org/10.1137/0803018

zbMATH Keywords

primal-dual interior point algorithmsstep length rules

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(16)

• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• Superlinear and quadratic convergence of primal-dual interior-point methods for linear programming revisited
• Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems
• Large-step interior-point algorithm for linear optimization based on a new wide neighbourhood
• Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• Large-update interior point algorithm for P_*-linear complementarity problem
• A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems^*
• Interior hybrid proximal extragradient methods for the linear monotone complementarity problem
• Solving large-scale linear programs by interior-point methods under the Matlab^∗Environment^†
• A Large-Step Infeasible-Interior-Point Method for the P*-Matrix LCP
• Interior Point Algorithms For Linear Complementarity Problems Based On Large Neighborhoods Of The Central Path
• A superlinearly convergent smoothing Newton continuation algorithm for variational inequalities over definable sets
• Une procédure de purification pour les problèmes de complémentarité linéaire, monotones
• A little theorem of the big \({\mathcal M}\) in interior point algorithms
• Convergence behavior of interior-point algorithms

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