Fast convergence of the simplified largest step path following algorithm

DOI10.1007/BF02614379zbMath0881.90114MaRDI QIDQ1361106

Clóvis C. Gonzaga, Joseph Frédéric Bonnans

Publication date: 23 July 1997

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

path followingmonotone linear complementarityprimal-dual interior-point algorithmsimplified Newton algorithm

Mathematics Subject Classification ID

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

Related Items (5)

Weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem ⋮ A new kind of simple kennel function yielding good iteration bounds for primal-dual interior-point methods ⋮ Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization ⋮ Polynomial interior-point algorithms for \(P_*(\kappa )\) horizontal linear complementarity problem ⋮ A class of path-following interior-point methods for \(P_*(\kappa)\)-horizontal linear complementarity problems

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