scientific article; zbMATH DE number 1059215

MaRDI QIDQ4353528zbMATH OpenFDO

Authors E. D. Andersen, Yinyu Ye

Publication date 10 September 1997

zbMATH Keywords

interior-point algorithmnonlinear equality constraintsmonotone complementarity problem

Mathematics Subject Classification ID

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

Recommendations

• On a homogeneous algorithm for the monotone complementarity problem
• On the resolution of monotone complementarity problems
• scientific article; zbMATH DE number 5564090
• Complexities of homogeneous algorithm with one norm neighborhood for monotone nonlinear complementarity problems over symmetric cones
• Interior-point methods for nonlinear complementarity problems

Cited in

(7)

• scientific article; zbMATH DE number 5564090 (Why is no real title available?)
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
• Iterative complexities of a class of homogeneous algorithms for monotone nonlinear complementarity problems over symmetric cones
• On a homogeneous algorithm for the monotone complementarity problem
• scientific article; zbMATH DE number 6402146 (Why is no real title available?)
• Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach
• Complexities of homogeneous algorithm with one norm neighborhood for monotone nonlinear complementarity problems over symmetric cones

Describes a project that uses

Uses Software

• PATH Solver

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4353528)