A Noninterior Continuation Method for Quadratic and Linear Programming

DOI10.1137/0803024zbMATH Open0795.90040OpenAlexW2020833697MaRDI QIDQ3139999FDOQ3139999

Patrick T. Harker, Bintong Chen

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

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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)

Cited In (14)

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

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