Convergence of an Infeasible Interior-Point Algorithm from Arbitrary Positive Starting Points

DOI10.1137/0806018MaRDI QIDQ4884039zbMATH OpenOpenAlexFDO

Authors Stephen C. Billups, Michael C. Ferris

Publication date 19 January 1997

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

Full work available at URL https://doi.org/10.1137/0806018

zbMATH Keywords

box-constrained linear complementarityglobal linear convergence rateinfeasible interior-point methods

Mathematics Subject Classification ID

Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(6)

• Reducing a monotone horizontal LCP to an LCP
• On the extended linear complementarity problem
• Trajectory-following methods for large-scale degenerate convex quadratic programming
• Counterexample to a Conjecture on an Infeasible Interior-Point Method
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• A smoothing Gauss-Newton method for the generalized HLCP

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