A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
From MaRDI portal
Publication:4332253
DOI10.1287/moor.21.4.815zbMath0867.90112OpenAlexW2051192977MaRDI QIDQ4332253
Daniel Ralph, Stephen J. Wright
Publication date: 4 August 1997
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://digital.library.unt.edu/ark:/67531/metadc678140/
superlinear convergenceinfeasible-interior-point algorithmmonotone nonlinear complementarity problems
Related Items (21)
A non-monotone inexact regularized smoothing Newton method for solving nonlinear complementarity problems ⋮ A pathsearch damped Newton method for computing general equilibria ⋮ A new path-following algorithm for nonlinear \(P_*\) complementarity problems ⋮ A predictor-corrector method for extended linear-quadratic programming ⋮ Constant-rank condition and second-order constraint qualification ⋮ Inexact interior-point method ⋮ A projected-gradient interior-point algorithm for complementarity problems ⋮ On the natural merit function for solving complementarity problems ⋮ A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems* ⋮ Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications ⋮ A family of new smoothing functions and~a~nonmonotone smoothing Newton method for the nonlinear complementarity problems ⋮ Fast algorithms for sparse portfolio selection considering industries and investment styles ⋮ Improving the convergence of non-interior point algorithms for nonlinear complementarity problems ⋮ An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps ⋮ Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems ⋮ An interior point potential reduction method for constrained equations ⋮ Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones ⋮ A sign-based linear method for horizontal linear complementarity problems ⋮ An interior-point algorithm for the minimization arising from 3D contact problems with friction ⋮ Global convergence enhancement of classical linesearch interior point methods for MCPs ⋮ Infeasible-interior-point algorithm for a class of nonmonotone complementarity problems and its computational complexity
Uses Software
This page was built for publication: A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems