A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems

DOI10.1287/MOOR.21.4.815zbMATH Open0867.90112OpenAlexW2051192977MaRDI QIDQ4332253FDOQ4332253

Authors: Stephen J. Wright, Daniel Ralph 

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/

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• scientific article; zbMATH DE number 1376878

zbMATH Keywords

superlinear convergenceinfeasible-interior-point algorithmmonotone nonlinear complementarity problems

Mathematics Subject Classification ID

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

Cited In (23)

• Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
• A pathsearch damped Newton method for computing general equilibria
• A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions
• The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem
• Infeasible-interior-point algorithm for a class of nonmonotone complementarity problems and its computational complexity
• Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
• A new path-following algorithm for nonlinear \(P_*\) complementarity problems
• A predictor-corrector method for extended linear-quadratic programming
• Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems
• Fast algorithms for sparse portfolio selection considering industries and investment styles
• Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones
• A projected-gradient interior-point algorithm for complementarity problems
• On the natural merit function for solving complementarity problems
• Inexact interior-point method
• A family of new smoothing functions and~a~nonmonotone smoothing Newton method for the nonlinear complementarity problems
• A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems^*
• An interior-point algorithm for the minimization arising from 3D contact problems with friction
• Constant-rank condition and second-order constraint qualification
• Global convergence enhancement of classical linesearch interior point methods for MCPs
• A non-monotone inexact regularized smoothing Newton method for solving nonlinear complementarity problems
• A sign-based linear method for horizontal linear complementarity problems
• An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps
• An interior point potential reduction method for constrained equations

Uses Software

• LAPACK
• MCPLIB

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