Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems

DOI10.1137/060670341zbMath1171.90017OpenAlexW2047669906MaRDI QIDQ3608974

Florian A. Potra

Publication date: 6 March 2009

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

Full work available at URL: https://doi.org/10.1137/060670341

zbMATH Keywords

linear complementaritysuperlinear convergenceinterior pointaffine scalinglarge neighborhood

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Newton-type methods (49M15) Linear programming (90C05) Interior-point methods (90C51)

Related Items (6)

An infeasible interior-point algorithm with full-Newton steps for \(P_*(\kappa)\) horizontal linear complementarity problems based on a kernel function ⋮ Trajectory-following methods for large-scale degenerate convex quadratic programming ⋮ An affine scaling method using a class of differential barrier functions: primal approach ⋮ On the natural merit function for solving complementarity problems ⋮ A Corrector-Predictor Interior-Point Algorithm for P_∗(κ)-HLCPs Over Cartesian Product of Symmetric Cones ⋮ A survey on the high convergence orders and computational convergence orders of sequences

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