A path-following interior-point algorithm for linear and quadratic problems

DOI10.1007/BF02206813zbMath0848.90114OpenAlexW2571013927MaRDI QIDQ1915907

Stephen J. Wright

Publication date: 9 October 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02206813

zbMATH Keywords

convex quadratic programmingmonotone linear complementarity\(Q\)-subquadratic convergencepath-following interior-point methods

Mathematics Subject Classification ID

Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites Work

• Error bounds for nondegenerate monotone linear complementarity problems
• Monotone (nonlinear) operators in Hilbert space
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• Local convergence of interior-point algorithms for degenerate monotone LCP
• An infeasible-interior-point algorithm for linear complementarity problems
• Superlinear primal-dual affine scaling algorithms for LCP
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Generalized Linear Complementarity Problems
• An Infeasible-Interior-Point Predictor-Corrector Algorithm for Linear Programming