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

DOI10.1137/060670341MaRDI QIDQ3608974zbMATHOpenAlexFDO

Authors 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

interior pointsuperlinear convergenceaffine scalinglinear complementaritylarge neighborhood

Mathematics Subject Classification ID

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

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Cited in

(15)

• On the natural merit function for solving complementarity problems
• A survey on the high convergence orders and computational convergence orders of sequences
• Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
• A corrector-predictor interior-point algorithm for \(P_\ast(\kappa)\)-HLCPs over Cartesian product of symmetric cones
• Trajectory-following methods for large-scale degenerate convex quadratic programming
• A primal-dual affine-scaling potential-reduction algorithm for linear programming
• An affine scaling method using a class of differential barrier functions: primal approach
• Superlinear primal-dual affine scaling algorithms for LCP
• scientific article; zbMATH DE number 1782596 (Why is no real title available?)
• An \(O(\sqrt {n} L)\) iteration bound primal-dual cone affine scaling algorithm for linear programming
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• An infeasible interior-point algorithm with full-Newton steps for \(P_*(\kappa)\) horizontal linear complementarity problems based on a kernel function
• Convergence of the dual variables for the primal affine scaling method with unit steps in the homogeneous case
• An interior affine scaling projective algorithm for nonlinear equality and linear inequality constrained optimization
• INTERIOR POINT METHOD FOR SOLVING LINEAR PROGRAMMING WITH INTERVAL COEFFICIENTS USING AFFINE SCALING

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