On the rate of local convergence of high-order-infeasible-path-following algorithms for \(P_*\)-linear complementarity problems

DOI10.1023/A:1026492106091zbMath0961.90118OpenAlexW1508337438MaRDI QIDQ1819152

Jie Sun, Gongyun Zhao

Publication date: 5 January 2000

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

Full work available at URL: https://doi.org/10.1023/a:1026492106091

zbMATH Keywords

linear complementarity probleminterior point methodlocal convergence\(P_*\)-linear complementarity problemhigh-order algorithm

Mathematics Subject Classification ID

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

Related Items (8)

On a special class of regularized central paths for semidefinite programs ⋮ A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming ⋮ A New Second-Order Infeasible Primal-Dual Path-Following Algorithm for Symmetric Optimization ⋮ Predictor–corrector methods for sufficient linear complementarity problems in a wide neighborhood of the central path ⋮ Trajectory-following methods for large-scale degenerate convex quadratic programming ⋮ Asymptotic behavior of helmberg-kojima-Monteiro (HKM) paths in interior-point methods for monotone semidefinite linear complementarity problems: General theory ⋮ Underlying paths in interior point methods for the monotone semidefinite linear complementarity problem ⋮ A high-order path-following method for projection onto the primal-dual optimal solution set of linear programs

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