A Hybrid Proximal Extragradient Self-Concordant Primal Barrier Method for Monotone Variational Inequalities

DOI10.1137/130931862zbMath1326.90088OpenAlexW1844274806MaRDI QIDQ3449570

Renato D. C. Monteiro, Benar Fux Svaiter, Mauricio Romero Sicre

Publication date: 4 November 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4dc87550ac81040a06ee427572bbece9a2d16654

zbMATH Keywords

complexityinterior-point methodsNewton methodself-concordant barriersmonotone variational inequalityhybrid proximal extragradient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Monotone operators and generalizations (47H05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

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