Perturbed path following predictor-corrector interior point algorithms

DOI10.1080/10556789908805751zbMath1052.90628OpenAlexW2057184057MaRDI QIDQ4504781

Raja Rébai, Cecilia Pola, Joseph Frédéric Bonnans

Publication date: 1999

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556789908805751

zbMATH Keywords

computational complexitylinear programmingperturbationinterior point methodspolynomial complexityinfeasibilitylarge scale problemsmonotone linear complementaritypredictor corrector algorithmasymptotic linear convergence

Mathematics Subject Classification ID

Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Uses Software

• PDNET

Cites Work

• Unnamed Item
• On some efficient interior point methods for nonlinear convex programming
• A new polynomial time method for a linear complementarity problem
• A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
• An \(O(nL)\) infeasible-interior-point algorithm for LCP with quadratic convergence
• Path-Following Methods for Linear Programming
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• On the Convergence of the Iteration Sequence of Infeasible Path Following Algorithms for Linear Complementarity Problems
• Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem

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