A combined homotopy interior point method for the linear complementarity problem

DOI10.1016/j.amc.2005.12.010zbMath1110.65054OpenAlexW2029939209MaRDI QIDQ849782

Qian Yu, Xian-Jia Wang, Chong-Chao Huang

Publication date: 31 October 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.12.010

zbMATH Keywords

convergencenumerical examplepredictor-corrector algorithminterior point algorithmhomotopy path

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items

Bounded homotopy path approach to the solution of linear complementarity problems, An improved three-term derivative-free method for solving nonlinear equations, A new smoothing conjugate gradient method for solving nonlinear nonsmooth complementarity problems

Cites Work

• Unnamed Item
• A new polynomial-time algorithm for linear programming
• A primal-dual infeasible-interior-point algorithm for linear programming
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• An infeasible-interior-point algorithm for linear complementarity problems
• A combined homotopy interior point method for general nonlinear programming problems
• A combined homotopy interior point method for convex nonlinear programming
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• The aggregate constraint homotopy method for nonconvex nonlinear programming