Corrector-predictor methods for sufficient linear complementarity problems
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DOI: 10.1007/s10589-009-9263-4
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References listed on IDEAS
- Shinji Mizuno & Michael J. Todd & Yinyu Ye, 1993. "On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming," Mathematics of Operations Research, INFORMS, vol. 18(4), pages 964-981, November.
- Sanjay Mehrotra, 1993. "Quadratic Convergence in a Primal-Dual Method," Mathematics of Operations Research, INFORMS, vol. 18(3), pages 741-751, August.
- J. Frédéric Bonnans & Florian A. Potra, 1997. "On the Convergence of the Iteration Sequence of Infeasible Path Following Algorithms for Linear Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 22(2), pages 378-407, May.
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Cited by:
- Behrouz Kheirfam, 2014. "A New Complexity Analysis for Full-Newton Step Infeasible Interior-Point Algorithm for Horizontal Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 161(3), pages 853-869, June.
- Behrouz Kheirfam, 2015. "A Corrector–Predictor Path-Following Method for Convex Quadratic Symmetric Cone Optimization," Journal of Optimization Theory and Applications, Springer, vol. 164(1), pages 246-260, January.
- Florian A. Potra, 2016. "Sufficient weighted complementarity problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 467-488, June.
- G. Wang & C. Yu & K. Teo, 2014. "A full-Newton step feasible interior-point algorithm for $$P_*(\kappa )$$ P ∗ ( κ ) -linear complementarity problems," Journal of Global Optimization, Springer, vol. 59(1), pages 81-99, May.
- Soodabeh Asadi & Zsolt Darvay & Goran Lesaja & Nezam Mahdavi-Amiri & Florian Potra, 2020. "A Full-Newton Step Interior-Point Method for Monotone Weighted Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 186(3), pages 864-878, September.
- Marianna E.-Nagy & Anita Varga, 2024.
"A New Ai–Zhang Type Interior Point Algorithm for Sufficient Linear Complementarity Problems,"
Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 76-107, July.
- E. Nagy, Marianna & Varga, Anita, 2022. "A new Ai-Zhang type interior point algorithm for sufficient linear complementarity problems," Corvinus Economics Working Papers (CEWP) 2022/03, Corvinus University of Budapest.
- Marianna E.-Nagy & Tibor Illés & Janez Povh & Anita Varga & Janez Žerovnik, 2024. "Sufficient Matrices: Properties, Generating and Testing," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 204-236, July.
- H. Mansouri & M. Pirhaji, 2013. "A Polynomial Interior-Point Algorithm for Monotone Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 157(2), pages 451-461, May.
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Keywords
Linear complementarity; Interior-point; Superlinear convergence;All these keywords.
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