Ellipsoids that contain all the solutions of a positive semi-definite linear complementarity problem
From MaRDI portal
Publication:2276889
DOI10.1007/BF01582266zbMath0723.90079OpenAlexW2051987621MaRDI QIDQ2276889
Shinji Mizuno, Akiko Yoshise, Kojima, Masakazu
Publication date: 1990
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01582266
linear complementaritypath-following algorithminterior point algorithmpositive semi-definite matrixellipsoid method
Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new polynomial-time algorithm for linear programming
- An algorithm for linear programming which requires \(O(((m+n)n^ 2+(m+n)^{1.5}n)L)\) arithmetic operations
- Karmarkar's algorithm and the ellipsoid method
- A polynomial-time algorithm, based on Newton's method, for linear programming
- Determining basic variables of optimal solutions in Karmarkar's new LP algorithm
- Interior path following primal-dual algorithms. I: Linear programming
- Interior path following primal-dual algorithms. II: Convex quadratic programming
- A polynomial-time algorithm for a class of linear complementarity problems
- Geometric algorithms and combinatorial optimization
- Containing and shrinking ellipsoids in the path-following algorithm
- Simple computable bounds for solutions of linear complementarity problems and linear programs
- Improved Bounds and Containing Ellipsoids in Karmarkar's Linear Programming Algorithm
- Characterizations of bounded solutions of linear complementarity problems
- On the solution of some (parametric) linear complementarity problems with applications to portfolio selection, structural engineering and actuarial graduation
- Equilibrium Points of Bimatrix Games
- Bimatrix Equilibrium Points and Mathematical Programming