A full-Newton step interior-point method for monotone weighted linear complementarity problems

DOI10.1007/S10957-020-01728-4MaRDI QIDQ2198532zbMATH OpenOpenAlexFDO

Authors Soodabeh Asadi, Zsolt Darvay, Nezam Mahdavi-Amiri, Florian A. Potra, Goran Lesaja

Publication date 10 September 2020

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

Full work available at URL https://doi.org/10.1007/s10957-020-01728-4

zbMATH Keywords

interior-pointpath-followingweighted complementarityfull-Newton step

Mathematics Subject Classification ID

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

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Cites work

• A full-Newton step \(O(n)\) infeasible-interior-point algorithm for linear complementarity problems
• A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems
• A path to the Arrow-Debreu competitive market equilibrium
• A smoothing Newton algorithm for weighted linear complementarity problem
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• A weighted-path-following method for linear optimization
• A weighted-path-following method for the linear complementarity problem
• Adaptive full Newton-step infeasible interior-point method for sufficient horizontal LCP
• An infeasible full-NT step IPM for \(P_\ast(\kappa)\) horizontal linear complementarity problem over Cartesian product of symmetric cones
• Corrector-predictor methods for sufficient linear complementarity problems
• Interior-point algorithms for a generalization of linear programming and weighted centring
• New interior point algorithms in linear programming
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• Polynomial interior-point algorithm for \(P_\ast(\kappa)\) horizontal linear complementarity problems
• Sufficient matrices and the linear complementarity problem
• Sufficient weighted complementarity problems
• Superlinearly Convergent $O ( \sqrt{n} L )$-Iteration Interior-Point Algorithms for Linear Programming and the Monotone Linear Complementarity Problem
• Weighted complementarity problems -- A new paradigm for computing equilibria

Cited in

(20)

• A weighted-path-following method for monotone horizontal linear complementarity problem
• A full-Newton step feasible interior-point algorithm for solving the general Fisher market equilibrium
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• A full-modified-Newton step \(O(n)\) infeasible interior-point method for the special weighted linear complementarity problem
• A new full-Newton step feasible interior point method for convex quadratic programming
• Levenberg-Marquardt method with a general LM parameter and a nonmonotone trust region technique
• A dynamic model to solve weighted linear complementarity problems
• Weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem
• The weighted horizontal linear complementarity problem on a Euclidean Jordan algebra
• Complexity analysis of a full-Newton step interior-point method for monotone weighted linear complementarity problems
• Kernel-based full-Newton step feasible interior-point algorithm for \(P_* (\kappa)\)-weighted linear complementarity problem
• An accelerated smoothing Newton method with cubic convergence for weighted complementarity problems
• The new full-Newton step interior-point algorithm for the Fisher market equilibrium problems based on a kernel function
• A nonmonotone smoothing Newton algorithm for weighted complementarity problem
• A modified damped Gauss-Newton method for non-monotone weighted linear complementarity problems
• A derivative-free line search technique for Broyden-like method with applications to NCP, wLCP and SI
• A Neural Network Approach for Solving Weighted Nonlinear Complementarity Problems
• A full-Newton step feasible weighted primal-dual interior point algorithm for monotone LCP
• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem
• A full-Newton step infeasible interior-point method for the special weighted linear complementarity problem

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