A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
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Publication:1913863
DOI10.1007/BF01204707zbMath0846.90112MaRDI QIDQ1913863
Josef Stoer, Shinji Mizuno, Florian Jarre
Publication date: 2 June 1996
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Quadratic programming (90C20) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Direct numerical methods for linear systems and matrix inversion (65F05)
Related Items
On homogeneous and self-dual algorithms for LCP, Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points, Equivaence between different formulations of the linear complementarity promblem, Path-following barrier and penalty methods for linearly constrained problems, Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity, Perturbed path following predictor-corrector interior point algorithms
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