Superlinear primal-dual affine scaling algorithms for LCP

zbMATH Open0844.90098MaRDI QIDQ1908018FDOQ1908018

Stephen J. Wright, Renato D. C. Monteiro

Publication date: 10 April 1996

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

zbMATH Keywords

interior-point algorithmmonotone linear complementarityprimal-dual affine scaling

Mathematics Subject Classification ID

Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cited In (9)

• An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence
• A self-adjusting interior point algorithm for linear complementarity problems
• Constant potential primal-dual algorithms: A framework
• Trust region affine scaling algorithms for linearly constrained convex and concave programs
• A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
• On the natural merit function for solving complementarity problems
• Controlled dual perturbations for central path trajectories in geometric programming
• A path-following interior-point algorithm for linear and quadratic problems
• Potential-reduction methods in mathematical programming

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