Superlinearly convergent infeasible-interior-point algorithm for degenerate LCP

DOI10.1023/A:1022670415661zbMath0907.90261MaRDI QIDQ1264999

Rongqin Sheng, Florian A. Potra

Publication date: 11 February 1999

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

zbMATH Keywords

linear complementarity problemssuperlinear convergencesufficient matricespath-following algorithmpolynomialityinfeasible-interior-point algorithm\(P_*\)-matrices

Mathematics Subject Classification ID

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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An Infeasible Mizuno–Todd–Ye Type Algorithm for Convex Quadratic Programming with Polynomial Complexity ⋮ Predictor–corrector methods for sufficient linear complementarity problems in a wide neighborhood of the central path ⋮ Trajectory-following methods for large-scale degenerate convex quadratic programming ⋮ Linear programming with stochastic elements: An on-line approach ⋮ A Mizuno-Todd-Ye type predictor-corrector algorithm for sufficient linear complementarity problems ⋮ Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path ⋮ A Class of Infeasible Interior Point Algorithms for Convex Quadratic Programming ⋮ Two interior-point methods for nonlinear \(P_*(\tau)\)-complementarity problems. ⋮ On the convergence rate of Newton interior-point methods in the absence of strict complementarity ⋮ Une procédure de purification pour les problèmes de complémentarité linéaire, monotones ⋮ Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity ⋮ Quasi-P\(_*\)-maps, P(\(\tau,\alpha,\beta\))-maps, exceptional family of elements, and complementarity problems

Cites Work

• On Q-order and R-order of convergence
• Sufficient matrices and the linear complementarity problem
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• Local convergence of interior-point algorithms for degenerate monotone LCP
• Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points
• On a subclass of \(P_ 0\)
• \(P_ *\)-matrices are just sufficient
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• A Large-Step Infeasible-Interior-Point Method for the P*-Matrix LCP
• A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition