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Superlinear primal-dual affine scaling algorithms for LCP

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Publication:1908018
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zbMath0844.90098MaRDI QIDQ1908018

Stephen J. Wright, Renato D. C. Monteiro

Publication date: 10 April 1996

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


zbMATH Keywords

interior-point algorithmmonotone linear complementarityprimal-dual affine scaling


Mathematics Subject Classification ID

Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)


Related Items

Controlled dual perturbations for central path trajectories in geometric programming, Constant potential primal-dual algorithms: A framework, Potential-reduction methods in mathematical programming, An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence, A path-following interior-point algorithm for linear and quadratic problems, A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence, Trust region affine scaling algorithms for linearly constrained convex and concave programs, On the natural merit function for solving complementarity problems, A self-adjusting interior point algorithm for linear complementarity problems



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