An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems

DOI10.1007/BF00429751zbMath0844.90096OpenAlexW2000229425MaRDI QIDQ1908927

Yanyan Li

Publication date: 7 March 1996

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00429751

zbMATH Keywords

sparse matricesconvex quadratic programmingsymmetric positive definite matricescomputational studyblock principal pivotinginterior-point predictor-correctorlarge-scale linear complementarity

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (2)

A hybrid algorithm for the solution of a single commodity spatial equilibrium model ⋮ A class of mathematical programs with equilibrium constraints: a smooth algorithm and applications to contact problems

Uses Software

• Harwell-Boeing sparse matrix collection
• symrcm

Cites Work

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