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

DOI10.1287/MOOR.21.4.793MaRDI QIDQ4332252zbMATHOpenAlexFDO

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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Cited in

(19)

• Polynomial interior-point algorithms for \(P_*(\kappa )\) horizontal linear complementarity problem
• Error bounds for analytic systems and their applications
• Trajectory-following methods for large-scale degenerate convex quadratic programming
• A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems
• On the extended linear complementarity problem
• Analysis of some interior point continuous trajectories for convex programming
• Error bounds in mathematical programming
• A smoothing Gauss-Newton method for the generalized HLCP
• The convergent generalized central paths for linearly constrained convex programming
• Asymptotic behavior of the central path for a special class of degenerate SDP problems
• Reducing a monotone horizontal LCP to an LCP
• Underlying paths in interior point methods for the monotone semidefinite linear complementarity problem
• An interior point potential reduction method for constrained equations
• A homotopy method for solving the horizontal linear complementarity problem
• Limiting behavior of the Alizadeh–Haeberly–Overton weighted paths in semidefinite programming
• scientific article; zbMATH DE number 1306985 (Why is no real title available?)
• On the complexity of analyticity in semi-definite optimization
• Analyticity of the central path at the boundary point in semidefinite programming
• Examples of ill-behaved central paths in convex optimization

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