Interior-point methods for nonlinear complementarity problems

DOI10.1007/BF02192201zbMath0851.90122OpenAlexW2061027379MaRDI QIDQ1918290

Yinyu Ye, Florian A. Potra

Publication date: 31 July 1996

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

Full work available at URL: https://doi.org/10.1007/bf02192201

zbMATH Keywords

convergence ratespotential reduction interior-point algorithmmonotone nonlinear complementarity

Mathematics Subject Classification ID

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

Related Items

A non-monotone inexact regularized smoothing Newton method for solving nonlinear complementarity problems, Global convergence in infeasible-interior-point algorithms, A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints, Polynomiality of primal-dual affine scaling algorithms for nonlinear complementarity problems, A class of new large-update primal-dual interior-point algorithms for \(P_\ast(\kappa)\) nonlinear complementarity problems, An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering, Numerical solution of an obstacle problem with interval coefficients, Inexact interior-point method, Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method, Interior point methods for solving Pareto eigenvalue complementarity problems, An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints, A non-interior implicit smoothing approach to complementarity problems for frictionless contacts, A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems^*, Unnamed Item, Interior Point Methods for Nonlinear Optimization, A family of new smoothing functions and~a~nonmonotone smoothing Newton method for the nonlinear complementarity problems, A \(\mathcal O(1/k^{3/2})\) hybrid proximal extragradient primal-dual interior point method for nonlinear monotone mixed complementarity problems, An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem, Two interior-point methods for nonlinear \(P_*(\tau)\)-complementarity problems., An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps, Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems, An interior point potential reduction method for constrained equations, Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones, An inexact interior point method for monotone NCP, Global convergence enhancement of classical linesearch interior point methods for MCPs, Iteration complexity of an interior-point algorithm for nonlinear p∗-complementarity problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the finite convergence of interior-point algorithms for linear programming
• Convergence behavior of interior-point algorithms
• A new continuation method for complementarity problems with uniform P- functions
• Interior path following primal-dual algorithms. I: Linear programming
• A polynomial-time algorithm for a class of linear complementarity problems
• On some efficient interior point methods for nonlinear convex programming
• An \(O(\sqrt n L)\) iteration potential reduction algorithm for linear complementarity problems
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• An analogue of Moreau's proximation theorem, with application to the nonlinear complementarity problem
• On the classical logarithmic barrier function method for a class of smooth convex programming problems
• An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
• Homotopy Continuation Methods for Nonlinear Complementarity Problems
• A Quadratically Convergent Polynomial Algorithm for Solving Entropy Optimization Problems
• Existence of Interior Points and Interior Paths in Nonlinear Monotone Complementarity Problems
• A Superlinearly Convergent Polynomial Primal-Dual Interior-Point Algorithm for Linear Programming
• Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems