A Mehrotra type predictor-corrector interior-point method for P_()-HLCP

DOI10.1080/01630563.2022.2123818MaRDI QIDQ5039376zbMATH OpenOpenAlexFDO

Authors Nadia Hazzam, Zakia Kebbiche

Publication date 12 October 2022

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630563.2022.2123818

zbMATH Keywords

\(\boldsymbol{P}_\ast(\kappa)\)-matrixcomplexity boundhorizontal linear complementarity probleminterior-point methodMehrotra algorithmpredictor-corrector algorithm

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

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Cites work

• A Mehrotra type predictor-corrector interior-point algorithm for linear programming
• A Mizuno-Todd-Ye type predictor-corrector algorithm for sufficient linear complementarity problems
• A new large-update interior point algorithm for \(P_*(\kappa )\) linear complementarity problems
• A new large-update interior point algorithm for \(P_{*}(\kappa)\) LCPs based on kernel functions
• A quadratically convergent \(\text{O}((\kappa +1)\sqrt n L)\)-iteration algorithm for the \(P_ *(\kappa)\)-matrix linear complementarity problem
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• Extending Mehrotra's corrector for linear programs
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• On complexity of a new Mehrotra-type interior point algorithm for \(P_\ast(\kappa )\) linear complementarity problems
• On Mehrotra-Type Predictor-Corrector Algorithms
• On the convergence of a predictor-corrector variant algorithm
• On the Implementation of a Primal-Dual Interior Point Method
• PCx: an interior-point code for linear programming
• Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions
• Polynomial convergence of Mehrotra-type predictor-corrector algorithm for the Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones
• Polynomial time second order mehrotra-type predictor--corrector algorithms
• Primal-dual interior-point algorithms with dynamic step-size based on kernel functions for linear programming
• Solving large-scale linear programs by interior-point methods under the Matlab^∗Environment^†
• The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path

Cited in

(4)

• On complexity of a new Mehrotra-type interior point algorithm for \(P_\ast(\kappa )\) linear complementarity problems
• A predictor-corrector interior-point algorithm for \(P_\ast (\kappa )\)-horizontal linear complementarity problem
• Polynomial interior-point algorithm for \(P_\ast(\kappa)\) horizontal linear complementarity problems
• The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method

Describes a project that uses

Uses Software

• LIPSOL

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