Predictor-corrector algorithm for solving P_ *()-matrix LCP from arbitrary positive starting points

DOI10.1007/BF02614385zbMATH Open0881.90115OpenAlexW2000246067MaRDI QIDQ1361112FDOQ1361112

Authors: Florian A. Potra, Rongqin Sheng 

Publication date: 19 February 1998

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

Full work available at URL: https://doi.org/10.1007/bf02614385

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zbMATH Keywords

linear complementarity problemspredictor-corrector algorithmsuperlinear convergence

Mathematics Subject Classification ID

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

Cites Work

• A unified approach to interior point algorithms for linear complementarity problems: A summary
• A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence
• An infeasible-interior-point algorithm for linear complementarity problems
• Local convergence of interior-point algorithms for degenerate monotone LCP
• A superquadratic infeasible-interior-point method for linear complementarity problems
• A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition
• A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
• A Quadratically Convergent Infeasible-Interior-Point Algorithm for LCP with Polynomial Complexity

Cited In (33)

• Two interior-point methods for nonlinear \(P_*(\tau)\)-complementarity problems.
• A class of polynomial interior point algorithms for the Cartesian P-matrix linear complementarity problem over symmetric cones
• Large-neighborhood infeasible predictor-corrector algorithm for horizontal linear complementarity problems over Cartesian product of symmetric cones
• \(d\)-orientation sequences for continuous functions and nonlinear complementarity problems
• A new path-following algorithm for nonlinear \(P_*\) complementarity problems
• A Mizuno-Todd-Ye type predictor-corrector algorithm for sufficient linear complementarity problems
• Title not available (Why is that?)
• New method for determining search directions for interior-point algorithms in linear optimization
• A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions
• New complexity analysis of a full-Newton step feasible interior-point algorithm for \(P_\ast(\kappa)\)-LCP
• Full Nesterov-Todd step feasible interior-point method for the Cartesian \(P_{\ast}(\kappa)\)-SCLCP
• Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones
• Finding special points using matrix-free predictor-corrector methods
• A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem
• Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
• The Mizuno-Todd-Ye predictor-corrector algorithm for sufficient matrix linear complementarity problem
• A full-Newton step infeasible interior-point algorithm for \(P_\ast (\kappa)\) linear complementarity problem
• Quasi-P\(_*\)-maps, P(\(\tau,\alpha,\beta\))-maps, exceptional family of elements, and complementarity problems
• Complexity analysis of a full-{N}ewton step interior-point method for linear optimization
• Superlinearly convergent infeasible-interior-point algorithm for degenerate LCP
• Improved full-Newton step \(O(nL)\) infeasible interior-point method for linear optimization
• A corrector-predictor interior-point method with new search direction for linear optimization
• Large-step interior-point algorithm for linear optimization based on a new wide neighbourhood
• An infeasible interior-point method for the \(P_*\)-matrix linear complementarity problem based on a trigonometric kernel function with full-Newton step
• Feasible corrector-predictor interior-point algorithm for \(P_* (\kappa)\)-linear complementarity problems based on a new search direction
• A large-update interior-point method for Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones
• A new full-Newton step interior-point method for \(P_*(\kappa)\)-LCP based on a positive-asymptotic kernel function
• Large-step predictor-corrector interior point method for sufficient linear complementarity problems based on the algebraic equivalent transformation
• Polynomial convergence of Mehrotra-type predictor-corrector algorithm for the Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones
• A full-Newton step feasible interior-point algorithm for \(P_\ast(\kappa)\)-linear complementarity problems
• Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path
• New interior-point algorithm for symmetric optimization based on a positive-asymptotic barrier function
• Infeasible Mehrotra-type predictor-corrector interior-point algorithm for the Cartesian \(P_\ast(\kappa)\)-LCP over symmetric cones

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