An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence

DOI10.1007/BF02206812zbMath0848.90113OpenAlexW1983719058MaRDI QIDQ1915906

Florian A. Potra

Publication date: 24 October 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02206812

zbMATH Keywords

superlinear convergencepolynomialitymonotone linear complementarityMizuno-Todd-Ye predictor-corrector algorithminfeasible-interior-point algorithm

Mathematics Subject Classification ID

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

Related Items (18)

An Infeasible Mizuno–Todd–Ye Type Algorithm for Convex Quadratic Programming with Polynomial Complexity ⋮ Polynomial interior-point algorithm for \(P_\ast(\kappa)\) horizontal linear complementarity problems ⋮ Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points ⋮ A polynomial interior-point algorithm for monotone linear complementarity problems ⋮ A modified and simplified full Nesterov-Todd step \(\mathcal {O}(N)\) infeasible interior-point method for second-order cone optimization ⋮ An \(\ell_{2}\)-neighborhood infeasible interior-point algorithm for linear complementarity problems ⋮ A superquadratic infeasible-interior-point method for linear complementarity problems ⋮ A full-Newton step \(O(n)\) infeasible-interior-point algorithm for linear complementarity problems ⋮ A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy ⋮ Design of continuous-time recurrent neural networks with piecewise-linear activation function for generation of prescribed sequences of bipolar vectors ⋮ An improved predictor-corrector interior-point algorithm for linear complementarity problems with \(O(\sqrt{n}L)\)-iteration complexity ⋮ A new infeasible interior-point method based on Darvay's technique for symmetric optimization ⋮ A full-Newton step infeasible interior-point method for linear optimization based on a trigonometric kernel function ⋮ An adaptive infeasible interior-point algorithm for linear complementarity problems ⋮ An infeasible interior-point method for the $P*$-matrix linear complementarity problem based on a trigonometric kernel function with full-Newton step ⋮ Infeasible predictor-corrector interior-point method applied to image restoration in the presence of noise ⋮ Perturbed path following predictor-corrector interior point algorithms ⋮ Global convergence enhancement of classical linesearch interior point methods for MCPs

Cites Work

• Unnamed Item
• A primal-dual infeasible-interior-point algorithm for linear programming
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• Local convergence of interior-point algorithms for degenerate monotone LCP
• Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
• An infeasible-interior-point algorithm for linear complementarity problems
• Polynomiality of infeasible-interior-point algorithms for linear programming
• Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
• Superlinear primal-dual affine scaling algorithms for LCP
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• AN O(n^3L) ALGORITHM USING A SEQUENCE FOR A LINEAR COMPLEMENTARITY PROBLEM
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
• An Infeasible-Interior-Point Predictor-Corrector Algorithm for Linear Programming
• Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem
• Two Infeasible Interior-Point Predictor-Corrector Algorithms for Linear Programming

This page was built for publication: An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence