A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition

DOI10.1287/moor.21.2.382zbMath0857.90126OpenAlexW2070571311MaRDI QIDQ4895564

Shinji Mizuno

Publication date: 11 March 1997

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.21.2.382

zbMATH Keywords

interior-point algorithmslinear complementaritysuperlinear convergence

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (9)

A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming ⋮ Predictor-corrector algorithm for solving \(P_ *(\kappa)\)-matrix LCP from arbitrary positive starting points ⋮ Predictor–corrector methods for sufficient linear complementarity problems in a wide neighborhood of the central path ⋮ Trajectory-following methods for large-scale degenerate convex quadratic programming ⋮ A predictor-corrector method for extended linear-quadratic programming ⋮ Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs ⋮ Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path ⋮ Superlinearly convergent infeasible-interior-point algorithm for degenerate LCP ⋮ On the convergence rate of Newton interior-point methods in the absence of strict complementarity

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