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

DOI10.1007/BF00939630zbMath0651.90087MaRDI QIDQ1106739

Michael M. Kostreva

Publication date: 1989

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

zbMATH Keywords

optimality conditions; error control; convex quadratic programming; equality and inequality constraints; Murty's algorithm

Mathematics Subject Classification ID

90C20: Quadratic programming

90C05: Linear programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Related Items

The vertical linear complementarity problem associated withP_o-matrices, New perturbation results for solving the linear complementarity problem with \(P_o\)-matrices, Relative difference in diversity between populations, 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

Uses Software

• LINPACK
• Algorithm 431
• IMSL Numerical Libraries

Cites Work

• Elasto-hydrodynamic lubrication: A non-linear complementarity problem
• Sets of Generalized Complementarity Problems and P-Matrices
• Classes of functions and feasibility conditions in nonlinear complementarity problems
• Robust implementation of Lemke's method for the linear complementarity problem
• On a Direct Algorithm for Nonlinear Complementarity Problems
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