Interior hybrid proximal extragradient methods for the linear monotone complementarity problem

DOI10.1080/02331934.2014.906596zbMATH Open1337.90070OpenAlexW2017621043MaRDI QIDQ2808328FDOQ2808328

B. F. Svaiter, Mauricio Romero Sicre

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

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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)

Cites Work

• Enlargement of monotone operators with applications to variational inequalities
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• Monotone Operators and the Proximal Point Algorithm
• Large-Step Interior Point Algorithms for Linear Complementarity Problems
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• A logarithmic-quadratic proximal method for variational inequalities
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Interior Proximal and Multiplier Methods Based on Second Order Homogeneous Kernels
• \(\varepsilon\)-enlargements of maximal monotone operators in Banach spaces
• A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS^*
• Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path
• Generalized Linear Complementarity Problems
• A primal-dual infeasible-interior-point algorithm for linear programming
• The global linear convergence of a noninterior path-following algorithm for linear complementarity problems
• Path-Following Methods for Linear Programming
• Limiting Behavior of Trajectories Generated by a Continuation Method for Monotone Complementarity Problems
• On the Convergence of the Iteration Sequence of Infeasible Path Following Algorithms for Linear Complementarity Problems
• Complexity of a noninterior path-following method for the linear complementarity problem

Cited In (2)

• 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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