Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems

DOI10.1137/S1052623496300015zbMath0915.90247OpenAlexW2071100567MaRDI QIDQ4389184

Gongyun Zhao, Jie Sun

Publication date: 12 May 1998

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623496300015

zbMATH Keywords

rate of convergencevariational inequalityduality gapinterior point methodsmonotone variational inequality problemspolynomial complexity of algorithms

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (8)

Inexact interior-point method ⋮ Solving asymmetric variational inequalities via convex optimization ⋮ Enlarging neighborhoods of interior-point algorithms for linear programming via least values of proximity measure functions ⋮ 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 ⋮ Iteration complexity of an interior-point algorithm for nonlinear p∗-complementarity problems

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