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

DOI10.1287/moor.21.4.793zbMath0867.90111MaRDI QIDQ4332252

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

asymptotic behavior; interior point methods; existence results; affine scaling algorithm; monotone horizontal linear complementarity problem; trajectory of solutions

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C20: Quadratic programming

90C05: Linear programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

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