Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path

DOI10.1007/S10107-006-0068-2MaRDI QIDQ2467158zbMATH OpenOpenAlexFDO

Authors Florian A. Potra

Publication date 21 January 2008

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-006-0068-2

zbMATH Keywords

interior point methodslinear complementarity problemssuperlinear convergence

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Interior-point methods (90C51) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15)

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Cites work

• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• A Large-Step Infeasible-Interior-Point Method for the P*-Matrix LCP
• A New Infinity-Norm Path Following Algorithm for Linear Programming
• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
• A Predictor-Corrector Algorithm for Linear Optimization Based on a Specific Self-Regular Proximity Function
• A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with \(O(\sqrt nL)\)-iteration complexity
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• An Asymptotical $O(\sqrt{n} L)$-Iteration Path-Following Linear Programming Algorithm That Uses Wide Neighborhoods
• An infeasible-interior-point predictor-corrector algorithm for the \(P_ *\)-geometric LCP
• Complexity of Predictor-Corrector Algorithms for LCP Based on a Large Neighborhood of the Central Path
• Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem
• High order infeasible-interior-point methods for solving sufficient linear complementarity problems
• High order long-step methods for solving linear complementarity problems
• Interior Point Algorithms For Linear Complementarity Problems Based On Large Neighborhoods Of The Central Path
• Local convergence of interior-point algorithms for degenerate monotone LCP
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points
• Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
• Superlinear convergence of an algorithm for monotone linear complementarity problems, when no strictly complementary solution exists
• Superlinearly convergent infeasible-interior-point algorithm for degenerate LCP

Cited in

(24)

• A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem
• Predictor–corrector methods for sufficient linear complementarity problems in a wide neighborhood of the central path
• Corrector-predictor methods for sufficient linear complementarity problems
• scientific article; zbMATH DE number 5606390 (Why is no real title available?)
• An O$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
• Complexity of Predictor-Corrector Algorithms for LCP Based on a Large Neighborhood of the Central Path
• Sufficient weighted complementarity problems
• Polynomial convergence of two higher order interior-point methods for \(P_*(\kappa)\)-LCP in a wide neighborhood of the central path
• Further development of multiple centrality correctors for interior point methods
• New predictor-corrector interior-point algorithm with AET function having inflection points
• Corrector‐Predictor Methods for Sufficient Linear Complementarity Problems in a Wide Neighborhood of the Central Path
• Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
• Perturbed path following predictor-corrector interior point algorithms
• New interior-point algorithm for linear optimization based on a universal tangent direction
• A predictor-corrector algorithm for monotone linear complementarity problems in a wide neighborhood
• Asymptotic behavior of underlying NT paths in interior point methods for monotone semidefinite linear complementarity problems
• Feasible corrector-predictor interior-point algorithm for \(P_* (\kappa)\)-linear complementarity problems based on a new search direction
• Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem
• An interior-point algorithm based on general kernel function for monotone linear complementarity problem
• A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with \(O(\sqrt nL)\)-iteration complexity
• Interior hybrid proximal extragradient methods for the linear monotone complementarity problem
• Predictor-corrector Methods for a Class of Linear Complementarity Problems
• A corrector-predictor path-following method for convex quadratic symmetric cone optimization
• A wide-neighborhood predictor-corrector interior-point algorithm for linear complementarity problems

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