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

DOI10.1137/0806018zbMATH Open0854.90135OpenAlexW2034018955MaRDI QIDQ4884039FDOQ4884039

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

infeasible interior-point methodsbox-constrained linear complementarityglobal linear convergence rate

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

(5)

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

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