Interior-point algorithms for monotone affine variational inequalities

DOI10.1007/BF02190057MaRDI QIDQ1338552zbMATH OpenOpenAlexFDO

Authors Michael C. Ferris, Menglin Cao

Publication date 1 December 1994

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

Full work available at URL https://doi.org/10.1007/bf02190057

zbMATH Keywords

interior-point algorithmsaffine variational inequality problemgeneralized complementarity problem

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

• scientific article; zbMATH DE number 3393631 (Why is no real title available?)
• A polynomial-time algorithm for a class of linear complementarity problems
• An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
• Convex Analysis
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Generalized Linear Complementarity Problems

Cited in

(4)

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• scientific article; zbMATH DE number 5968557 (Why is no real title available?)
• A structure-preserving pivotal method for affine variational inequalities
• Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone

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