A High-Order Path-Following Method for Locating the Least 2-Norm Solution of Monotone LCPs

DOI10.1137/060659752MaRDI QIDQ3544268zbMATH OpenOpenAlexFDO

Authors Anhua Lin

Publication date 5 December 2008

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

Full work available at URL https://doi.org/10.1137/060659752

zbMATH Keywords

high-order methodleast 2-normmonotone LCP

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

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Cited in

(3)

• Locating the least 2-norm solution of linear programs via a path-following method
• Search directions and convergence analysis of some infeasibnle path-following methods for the monoton semi-definite lcp^∗
• On a special class of regularized central paths for semidefinite programs

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