The largest step path following algorithm for monotone linear complementarity problems

DOI10.1007/BF02614443zbMATH Open0882.90122MaRDI QIDQ1363413FDOQ1363413

Authors: C. C. Gonzaga 

Publication date: 10 March 1998

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

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zbMATH Keywords

path-followinglinear complementarityconvergence of algorithms\(Q\)-quadratic convergenceprimal-dual interior-point algorithm

Mathematics Subject Classification ID

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

Cites Work

• On the Implementation of a Primal-Dual Interior Point Method
• 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
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• A polynomial-time algorithm for a class of linear complementarity problems
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• Interior path following primal-dual algorithms. I: Linear programming
• Path-Following Methods for Linear Programming
• A new polynomial time method for a linear complementarity problem
• Local convergence of interior-point algorithms for degenerate monotone LCP
• Quadratic Convergence in a Primal-Dual Method
• Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem
• A polynomial method of approximate centers for linear programming
• Large Step Path-Following Methods for Linear Programming, Part I: Barrier Function Method
• PRACTICAL POLYNOMIAL TIME ALGORITHMS FOR LINEAR COMPLEMENTARITY PROBLEMS
• On the Convergence of the Mizuno--Todd--Ye Algorithm to the Analytic Center of the Solution Set
• On the Quadratic Convergence of the Simplified Mizuno--Todd--Ye Algorithm for Linear Programming
• Superlinearly Convergent $O ( \sqrt{n} L )$-Iteration Interior-Point Algorithms for Linear Programming and the Monotone Linear Complementarity Problem
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Cited In (9)

• An \(O(\sqrt {n} L)\) iteration bound primal-dual cone affine scaling algorithm for linear programming
• Fast convergence of the simplified largest step path following algorithm
• Polynomial interior-point algorithms for \(P_*(\kappa )\) horizontal linear complementarity problem
• Symmetric primal-dual path-following algorithms for semidefinite programming
• Large Step Path-Following Methods for Linear Programming, Part I: Barrier Function Method
• A class of path-following interior-point methods for \(P_*(\kappa)\)-horizontal linear complementarity problems
• Polynomial interior-point algorithm for \(P_\ast(\kappa)\) horizontal linear complementarity problems
• General central path and the largest step general central path following algorithm for linear programming
• Weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem

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