An Infeasible Path-Following Method for Monotone Complementarity Problems
From MaRDI portal
Publication:4340804
DOI10.1137/S105262349427409XzbMath0882.90123MaRDI QIDQ4340804
Publication date: 12 June 1997
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
local quadratic convergencemonotone complementarity problemmonotone complementarityglobal Q-linear convergenceinfeasible path-following method
Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Solution of monotone complementarity problems with locally Lipschitzian functions ⋮ A new path-following algorithm for nonlinear \(P_*\) complementarity problems ⋮ A feasible directions algorithm for nonlinear complementarity problems and applications in mechanics ⋮ A non-interior implicit smoothing approach to complementarity problems for frictionless contacts ⋮ 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 ⋮ The asymptotic Browder Hartman Stampacchia condition and interior bands of \(\varepsilon\)-solutions for nonlinear complementarity problems ⋮ Error bounds for \(R_0\)-type and monotone nonlinear complementarity problems. ⋮ A regularized projection method for complementarity problems with non-Lipschitzian functions ⋮ The complexity of self-regular proximity based infeasible IPMs ⋮ Improving the convergence of non-interior point algorithms for nonlinear complementarity problems ⋮ Two interior-point methods for nonlinear \(P_*(\tau)\)-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 inexact interior point method for monotone NCP ⋮ Global convergence enhancement of classical linesearch interior point methods for MCPs ⋮ Iteration complexity of an interior-point algorithm for nonlinear p∗-complementarity problems