A strongly polynomial rounding procedure yielding a maximally complementary solution for P_*() linear complementarity problems

DOI10.1137/S1052623498336590zbMATH Open1010.90082MaRDI QIDQ2706331FDOQ2706331

Jiming Peng, C. Roos, Tibor Illés, Tamás Terlaky

Publication date: 19 March 2001

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

linear complementarity problemsrounding procedureoptimal partitionmaximally complementary solution\(P_*(\kappa)\) matriceserror bounds on the size of the variables

Mathematics Subject Classification ID

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

Cited In (24)

• Une procédure de purification pour les problèmes de complémentarité linéaire, monotones
• Analyticity of the central path at the boundary point in semidefinite programming
• Interior-point algorithm for sufficient LCPs based on the technique of algebraically equivalent transformation
• On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems
• Sensitivity analysis in linear optimization: invariant support set intervals
• A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution
• Sufficient weighted complementarity problems
• Sufficient matrices: properties, generating and testing
• Unified approach of interior-point algorithms for \(P_* (\kappa)\)-LCPs using a new class of algebraically equivalent transformations
• On the complexity of computing the handicap of a sufficient matrix
• Support set expansion sensitivity analysis in convex quadratic optimization
• A rounding procedure for semidefinite optimization
• A polynomial path-following interior point algorithm for general linear complementarity problems
• Sensitivity analysis of linear programming in the presence of correlation among right-hand side parameters or objective function coefficients
• Finite termination of a Newton-type algorithm for a class of affine variational inequality problems
• On the identification of the optimal partition for semidefinite optimization
• Finite termination of a smoothing-type algorithm for the monotone affine variational inequality problem
• Large-step predictor-corrector interior point method for sufficient linear complementarity problems based on the algebraic equivalent transformation
• Sensitivity analysis in convex quadratic optimization: invariant support set interval
• Identifying the optimal partition in convex quadratic programming
• Active constraint set invariancy sensitivity analysis in linear optimization
• Refining the partition for multifold conic optimization problems
• Bi-parametric optimal partition invariancy sensitivity analysis in linear optimization
• On the complexity of analyticity in semi-definite optimization

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