Interior hybrid proximal extragradient methods for the linear monotone complementarity problem

DOI10.1080/02331934.2014.906596MaRDI QIDQ2808328zbMATH OpenOpenAlexFDO

Authors Mauricio Romero Sicre, B. F. Svaiter

Publication date 23 May 2016

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2014.906596

zbMATH Keywords

interior-point methodslinear complementarity problemhybrid proximal extragradient methods

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Interior-point methods (90C51) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A Full-Newton Step O(n) Infeasible Interior-Point Algorithm for Linear Optimization
• A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS^*
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• A logarithmic-quadratic proximal method for variational inequalities
• A primal-dual infeasible-interior-point algorithm for linear programming
• Complexity of Variants of Tseng's Modified F-B Splitting and Korpelevich's Methods for Hemivariational Inequalities with Applications to Saddle-point and Convex Optimization Problems
• Complexity of a noninterior path-following method for the linear complementarity problem
• Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path
• Enlargement of monotone operators with applications to variational inequalities
• Generalized Linear Complementarity Problems
• Interior Proximal and Multiplier Methods Based on Second Order Homogeneous Kernels
• Iteration-complexity of block-decomposition algorithms and the alternating direction method of multipliers
• Large-Step Interior Point Algorithms for Linear Complementarity Problems
• Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems
• Monotone Operators and the Proximal Point Algorithm
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• On the Convergence of the Iteration Sequence of Infeasible Path Following Algorithms for Linear Complementarity Problems
• On the complexity of the hybrid proximal extragradient method for the iterates and the ergodic mean
• Path-Following Methods for Linear Programming
• The global linear convergence of a noninterior path-following algorithm for linear complementarity problems
• -enlargements of maximal monotone operators in Banach spaces

Cited in

(3)

• A proximal method with logarithmic barrier for nonlinear complementarity problems
• A \(\mathcal O(1/k^{3/2})\) hybrid proximal extragradient primal-dual interior point method for nonlinear monotone mixed complementarity problems
• On the complexity of a hybrid proximal extragradient projective method for solving monotone inclusion problems

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