A Noninterior Continuation Method for Quadratic and Linear Programming

DOI10.1137/0803024MaRDI QIDQ3139999zbMATH OpenOpenAlexFDO

Authors Bintong Chen, Patrick T. Harker

Publication date 22 September 1994

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

Full work available at URL https://doi.org/10.1137/0803024

zbMATH Keywords

mixed linear complementaritynoninterior point path-following algorithm

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(14)

• A continuation method for monotone variational inequalities
• The quadratic convergence of a smoothing Levenberg-Marquardt method for nonlinear complementarity problem
• A globally convergent Levenberg-Marquardt method for the least \(l_2\)-norm solution of nonlinear inequalities
• The convergence of a smoothing damped Gauss-Newton method for nonlinear complementarity problem
• A new approach to continuation methods for complementarity problems with uniform \(P\)-functions
• A general class of penalty/barrier path-following Newton methods for nonlinear programming
• A globally convergent Levenberg-Marquardt method for solving nonlinear complementarity problem
• Random test problems and parallel methods for quadratic programs and quadratic stochastic programs^∗
• On the Solution of Nonlinear Programming Problems Via Continuation Using Special LU Factorization
• General primal-dual penalty/barrier path-following Newton methods for nonlinear programming
• A continuation approach for solving binary quadratic program based on a class of NCP-functions
• A continuation method for solving separable nonlinear least squares problems
• A continuation method for (strongly) monotone variational inequalities
• The Convergence of a Levenberg–Marquardt Method for Nonlinear Inequalities

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