A wide neighborhood interior-point algorithm with arc-search for P_() linear complementarity problem

DOI10.1016/J.APNUM.2018.11.001zbMATH Open1471.65065OpenAlexW2899715963MaRDI QIDQ1633334FDOQ1633334

Authors Beibei Yuan, Zhengwei Huang, Mingwang Zhang 

Publication date 19 December 2018

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2018.11.001

zbMATH Keywords

polynomial complexityarc-searchinterior-point algorithm\(P_\ast(\kappa)\) linear complementarity problem

Mathematics Subject Classification ID

Interior-point methods (90C51) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

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Cites Work

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• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
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• A new polynomial-time algorithm for linear programming
• A polynomial arc-search interior-point algorithm for convex quadratic programming
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• A wide neighborhood infeasible-interior-point method with arc-search for linear programming
• An \(\ell_{2}\)-neighborhood infeasible interior-point algorithm for linear complementarity problems
• An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming
• An arc-search infeasible-interior-point method for symmetric optimization in a wide neighborhood of the central path
• Interior Point Methods for Linear Optimization
• On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
• On the resolution of monotone complementarity problems
• Primal-dual algorithms for \(P_\ast(\kappa)\) linear complementarity problems based on kernel-function with trigonometric barrier term
• Self-regular functions and new search directions for linear and semidefinite optimization
• The Mizuno-Todd-Ye predictor-corrector algorithm for sufficient matrix linear complementarity problem
• The arc-search interior-point algorithm
• Two computationally efficient polynomial-iteration infeasible interior-point algorithms for linear programming

Cited In (5)

• On the convergence analysis of arc search interior point methods for LCPs
• A wide neighborhood infeasible-interior-point method with arc-search for \(P_\ast (\kappa)\)-SCLCPs
• An arc search interior-point algorithm for monotone linear complementarity problems over symmetric cones
• A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints
• A wide-neighborhood path-following algorithm for \(P^*(\tau)\)-matrix linear complementary problems

Uses Software

• CurveLP

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