A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
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Publication:1915908
DOI10.1007/BF02206814zbMath0854.90097MaRDI QIDQ1915908
Publication date: 19 January 1997
Published in: Annals of Operations Research (Search for Journal in Brave)
interior-point methodsasymptotic convergence ratepolynomiality\(Q\)-subquadratic convergenceMehrotra's predictor-corrector algorithm
Abstract computational complexity for mathematical programming problems (90C60) Linear programming (90C05)
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A constraint-reduced variant of Mehrotra's predictor-corrector algorithm ⋮ A preconditioning technique for Schur complement systems arising in stochastic optimization ⋮ A homogeneous model for monotone mixed horizontal linear complementarity problems ⋮ Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem ⋮ Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones
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