Solution of Monotone Complementarity and General Convex Programming Problems Using a Modified Potential Reduction Interior Point Method

DOI10.1287/ijoc.2016.0715zbMath1364.90328OpenAlexW2551749659MaRDI QIDQ5739130

Sanjay Mehrotra, Kuo-Ling Huang

Publication date: 2 June 2017

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1321136

zbMATH Keywords

interior point methodsconvex programsquadratic programsquadratically constrained quadratic programshomogeneous algorithms

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items (3)

An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games ⋮ A homogeneous model for monotone mixed horizontal linear complementarity problems ⋮ A robust stochastic casualty collection points location problem

Uses Software

• KNITRO
• MA57
• SeDuMi
• Mosek
• Ipopt
• NETLIB LP Test Set
• iOptimize

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