A full-Newton step feasible weighted primal-dual interior point algorithm for monotone LCP

DOI10.1007/s13370-013-0193-zzbMath1308.90178OpenAlexW2060571538MaRDI QIDQ2263027

Radia Khebchache, Mohamed Achache

Publication date: 17 March 2015

Published in: Afrika Matematika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13370-013-0193-z

zbMATH Keywords

linear complementarity problemsinterior point methodscomplexity of algorithmsshort-step primal-dual algorithms

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51) Number-theoretic algorithms; complexity (11Y16)

Related Items

A Full-NT Step Infeasible Interior-Point Algorithm for Mixed Symmetric Cone LCPs, Complexity analysis of a weighted-full-Newton step interior-point algorithm forP_∗(κ)-LCP

Cites Work

• A full-Newton step interior-point algorithm based on modified Newton direction
• A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function
• A new primal-dual path-following method for convex quadratic programming
• A polynomial-time algorithm for a class of linear complementarity problems
• Primal-dual target-following algorithms for linear programming
• Lectures on Modern Convex Optimization
• A Weighted-Path-Following Method for Monotone Horizontal Linear Complementarity Problem
• New complexity analysis of the primal-dual Newton method for linear optimization
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