Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems

DOI10.1023/A:1022691020204zbMATH Open0907.90263OpenAlexW1849236168MaRDI QIDQ1265014FDOQ1265014

Authors Jie Sun, Gongyun Zhao

Publication date 11 February 1999

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

Full work available at URL https://doi.org/10.1023/a:1022691020204

zbMATH Keywords

rate of convergenceinterior-point methodsmonotone variational inequality problems

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40)

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Cites work

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• scientific article; zbMATH DE number 729680 (Why is no real title available?)
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• A Predictor-Corrector Algorithm for a Class of Nonlinear Saddle Point Problems
• A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
• A predictor-corrector method for extended linear-quadratic programming
• An Infeasible Path-Following Method for Monotone Complementarity Problems
• Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems
• Global linear convergence of a path-following algorithm for some monotone variational inequality problems
• Interior-point methods for nonlinear complementarity problems
• On Q-order and R-order of convergence
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• On superlinear convergence of infeasible interior-point algorithms for linearly constrained convex programs
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems

Cited in

(4)

• A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
• Solving asymmetric variational inequalities via convex optimization
• Convergence of a non-interior smoothing method for variational inequality problems
• The Analytic Center Quadratic Cut Method for Strongly Monotone Variational Inequality Problems

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