Limiting Behavior of the Derivatives of Certain Trajectories Associated with a Monotone Horizontal Linear Complementarity Problem

DOI10.1287/MOOR.21.4.793MaRDI QIDQ4332252zbMATH OpenOpenAlexFDO

Authors Renato D. C. Monteiro, Takashi Tsuchiya

Publication date 4 August 1997

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.21.4.793

zbMATH Keywords

interior point methodsasymptotic behaviorexistence resultsaffine scaling algorithmmonotone horizontal linear complementarity problemtrajectory of solutions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• An interior point potential reduction method for constrained equations
• Analyticity of the central path at the boundary point in semidefinite programming
• Asymptotic behavior of the central path for a special class of degenerate SDP problems
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• Polynomial interior-point algorithms for P_*( ) horizontal linear complementarity problem
• The convergent generalized central paths for linearly constrained convex programming
• Nonmonotone smoothing inexact Newton algorithm for solving weighted horizontal linear complementarity problems
• Error bounds for analytic systems and their applications
• Error bounds in mathematical programming
• Trajectory-following methods for large-scale degenerate convex quadratic programming
• A smoothing Gauss-Newton method for the generalized HLCP
• A homotopy method for solving the horizontal linear complementarity problem
• Reducing a monotone horizontal LCP to an LCP
• A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems
• Examples of ill-behaved central paths in convex optimization
• Limiting behavior of the Alizadeh–Haeberly–Overton weighted paths in semidefinite programming
• On the extended linear complementarity problem
• Underlying paths in interior point methods for the monotone semidefinite linear complementarity problem
• Analysis of some interior point continuous trajectories for convex programming
• On the complexity of analyticity in semi-definite optimization

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