The largest step path following algorithm for monotone linear complementarity problems

DOI10.1007/BF02614443zbMath0882.90122MaRDI QIDQ1363413

Clóvis C. Gonzaga

Publication date: 10 March 1998

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

linear complementaritypath-followingconvergence of algorithms\(Q\)-quadratic convergenceprimal-dual interior-point algorithm

Mathematics Subject Classification ID

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

Related Items (8)

Polynomial interior-point algorithm for \(P_\ast(\kappa)\) horizontal linear complementarity problems ⋮ Fast convergence of the simplified largest step path following algorithm ⋮ An \(O(\sqrt {n} L)\) iteration bound primal-dual cone affine scaling algorithm for linear programming ⋮ Weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem ⋮ General central path and the largest step general central path following algorithm for linear programming ⋮ Polynomial interior-point algorithms for \(P_*(\kappa )\) horizontal linear complementarity problem ⋮ Symmetric primal-dual path-following algorithms for semidefinite programming ⋮ A class of path-following interior-point methods for \(P_*(\kappa)\)-horizontal linear complementarity problems

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