An _2-neighborhood infeasible interior-point algorithm for linear complementarity problems

DOI10.1007/S10288-016-0325-ZMaRDI QIDQ2399607zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 24 August 2017

Published in 4OR (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10288-016-0325-z

zbMATH Keywords

ellipsoidal approximationinterior-point methodslinear complementarity problempolynomial complexity

Mathematics Subject Classification ID

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

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Cites work

• A full-Newton step \(O(n)\) infeasible-interior-point algorithm for linear complementarity problems
• A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function
• A new class of large neighborhood path-following interior point algorithms for semidefinite optimization with \(O(\sqrt{n}\log\frac{\text{Tr}(X^0S^0)}{\varepsilon})\) iteration complexity
• A new polynomial-time algorithm for linear programming
• A new strategy in the complexity analysis of an infeasible-interior-point method for symmetric cone programming
• A polynomial arc-search interior-point algorithm for convex quadratic programming
• A primal-dual infeasible-interior-point algorithm for linear programming
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• A wide neighborhood infeasible-interior-point method with arc-search for linear programming
• An O$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
• An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence
• An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming
• An arc-search infeasible-interior-point method for symmetric optimization in a wide neighborhood of the central path
• scientific article; zbMATH DE number 3511136 (Why is no real title available?)
• On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem

Cited in

(6)

• A wide neighborhood interior-point algorithm with arc-search for \(P_{\ast}(\kappa)\) linear complementarity problem
• Stochastic numerical approach for solving second order nonlinear singular functional differential equation
• A primal-dual interior-point algorithm with arc-search for semidefinite programming
• A corrector-predictor arc search interior-point algorithm for symmetric optimization
• An arc-search infeasible interior-point algorithm for horizontal linear complementarity problem in the N∞− neighbourhood of the central path
• An arc search interior-point algorithm for monotone linear complementarity problems over symmetric cones

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