Superlinearly Convergent $O ( \sqrt{n} L )$-Iteration Interior-Point Algorithms for Linear Programming and the Monotone Linear Complementarity Problem

DOI10.1137/0804014zbMath0822.90102OpenAlexW1990665670MaRDI QIDQ4302311

Publication date: 14 August 1994

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

Full work available at URL: https://doi.org/10.1137/0804014

zbMATH Keywords

linear complementarity duality gap quadratic convergence primal-dual interior-point algorithms polynomiality super- linear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (12)

Potential-reduction methods in mathematical programming ⋮ Fast convergence of the simplified largest step path following algorithm ⋮ The largest step path following algorithm for monotone linear complementarity problems ⋮ A primal-dual interior-point method for linear programming based on a weighted barrier function ⋮ A superquadratic infeasible-interior-point method for linear complementarity problems ⋮ Newton-type methods for solving quasi-complementarity problems via sign-based equation ⋮ A dynamic model to solve weighted linear complementarity problems ⋮ A full-Newton step interior-point method for monotone weighted linear complementarity problems ⋮ The sign-based methods for solving a class of nonlinear complementarity problems ⋮ A non-modulus linear method for solving the linear complementarity problem ⋮ Une procédure de purification pour les problèmes de complémentarité linéaire, monotones ⋮ Search directions and convergence analysis of some infeasibnle path-following methods for the monoton semi-definite lcp^∗

This page was built for publication: Superlinearly Convergent $O ( \sqrt{n} L )$-Iteration Interior-Point Algorithms for Linear Programming and the Monotone Linear Complementarity Problem