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

DOI10.1137/S1052623498336590MaRDI QIDQ2706331zbMATH OpenFDO

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

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)

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Cited in

(24)

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

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