A projected-gradient interior-point algorithm for complementarity problems

DOI10.1007/s11075-010-9439-0zbMath1229.65097OpenAlexW1999067864MaRDI QIDQ634730

José Mario Martínez, Roberto Andreani, Joao Patrício, Joaquim Joao Júdice

Publication date: 16 August 2011

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-010-9439-0

zbMATH Keywords

interior-point algorithmsnonlinear programmingcomplementarity problems

Mathematics Subject Classification ID

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

Related Items

Fast convergence of an inexact interior point method for horizontal complementarity problems, Feasibility problems with complementarity constraints, Un algoritmo Newton inexacto para complementariedad horizontal, A nonsmooth Levenberg-Marquardt method for vertical complementarity problems, Modulus-based matrix splitting methods for a class of horizontal nonlinear complementarity problems, Global inexact quasi-Newton method for nonlinear system of equations with constraints

Uses Software

• LOQO
• CUTEr
• PDNET
• GAMS
• MINOS
• PATH Solver

Cites Work

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