A \(\mathcal O(1/k^{3/2})\) hybrid proximal extragradient primal-dual interior point method for nonlinear monotone mixed complementarity problems

DOI10.1007/s40314-017-0425-1zbMath1433.90189OpenAlexW2589249848MaRDI QIDQ725814

Benar Fux Svaiter, Mauricio Romero Sicre

Publication date: 2 August 2018

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-017-0425-1

zbMATH Keywords

complexityinterior point methodsprimal-dualhybrid proximal extra-gradientmonotone complementarity problem

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Newton-type methods (49M15) Monotone operators and generalizations (47H05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51) Numerical methods for variational inequalities and related problems (65K15)

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