A homogeneous model for monotone mixed horizontal linear complementarity problems

DOI10.1007/S10589-018-0035-XMaRDI QIDQ1734775zbMATH OpenOpenAlexFDO

Authors Cosmin Petra, Florian A. Potra

Publication date 27 March 2019

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://www.osti.gov/biblio/1491659

zbMATH Keywords

homogenizationinterior-point methodmixed horizontal LCP

Mathematics Subject Classification ID

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

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Cites work

• A computational study of the homogeneous algorithm for large-scale convex optimization
• A homogeneous model for mixed complementarity problems over symmetric cones
• A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
• A new polynomial-time algorithm for linear programming
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem
• Equivaence between different formulations of the linear complementarity promblem
• Generalizations of \(\mathbf P_ 0\)- and \(\mathbf P\)-properties; extended vertical and horizontal linear complementarity problems
• Generalized Linear Complementarity Problems
• HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
• Object-oriented software for quadratic programming
• On a homogeneous algorithm for the monotone complementarity problem
• On homogeneous and self-dual algorithms for LCP
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• On interior algorithms for linear programming with no regularity assumptions
• On the Implementation of a Primal-Dual Interior Point Method
• On two interior-point mappings for nonlinear semidefinite complementarity problems
• Properties of an Interior-Point Mapping for Mixed Complementarity Problems
• Reducing a monotone horizontal LCP to an LCP
• Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method

Cited in

(2)

• On well-structured convex–concave saddle point problems and variational inequalities with monotone operators
• A homogeneous model for mixed complementarity problems over symmetric cones

Describes a project that uses

Uses Software

• OOQP
• HOPDM
• LIPSOL
• PCx
• iOptimize

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