scientific article; zbMATH DE number 1059215

zbMATH Open0886.90148MaRDI QIDQ4353528FDOQ4353528

Authors: E. D. Andersen, Yinyu Ye 

Publication date: 10 September 1997

Title of this publication is not available (Why is that?)

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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)

Cited In (7)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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

Uses Software

• PATH Solver

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