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A polynomial path-following interior point algorithm for general linear complementarity problems

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  • Tibor Illés
  • Marianna Nagy
  • Tamás Terlaky

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  • Tibor Illés & Marianna Nagy & Tamás Terlaky, 2010. "A polynomial path-following interior point algorithm for general linear complementarity problems," Journal of Global Optimization, Springer, vol. 47(3), pages 329-342, July.
    • Handle: RePEc:spr:jglopt:v:47:y:2010:i:3:p:329-342
    DOI: 10.1007/s10898-008-9348-0
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    References listed on IDEAS

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    1. Potra, Florian A., 2002. "The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path," European Journal of Operational Research, Elsevier, vol. 143(2), pages 257-267, December.
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    Citations

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    Cited by:

    1. Holden, Tom, 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 130143, ZBW - Leibniz Information Centre for Economics.
    2. Florian A. Potra, 2016. "Sufficient weighted complementarity problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 467-488, June.
    3. Tibor Illés & Petra Renáta Rigó & Roland Török, 2024. "Unified Approach of Interior-Point Algorithms for $$P_*(\kappa )$$ P ∗ ( κ ) -LCPs Using a New Class of Algebraically Equivalent Transformations," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 27-49, July.
    4. Darvay, Zsolt & Illés, Tibor & Rigó, Petra Renáta, 2022. "Predictor-corrector interior-point algorithm for P*(κ)-linear complementarity problems based on a new type of algebraic equivalent transformation technique," European Journal of Operational Research, Elsevier, vol. 298(1), pages 25-35.
    5. Xiaoni Chi & Guoqiang Wang & Goran Lesaja, 2024. "Kernel-Based Full-Newton Step Feasible Interior-Point Algorithm for $$P_{*}(\kappa )$$ P ∗ ( κ ) -Weighted Linear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 108-132, July.
    6. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
    7. Zsolt Darvay & Petra Renáta Rigó, 2024. "New Predictor–Corrector Algorithm for Symmetric Cone Horizontal Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 50-75, July.
    8. 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.
    9. Petra Renáta Rigó & Zsolt Darvay, 2018. "Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier," Computational Optimization and Applications, Springer, vol. 71(2), pages 483-508, November.

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    1. Illes, Tibor & Nagy, Marianna, 2007. "A Mizuno-Todd-Ye type predictor-corrector algorithm for sufficient linear complementarity problems," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1097-1111, September.
    2. Zsolt Darvay & Petra Renáta Takács, 2018. "Large-step interior-point algorithm for linear optimization based on a new wide neighbourhood," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 26(3), pages 551-563, September.
    3. Manuel V. C. Vieira, 2012. "The Accuracy of Interior-Point Methods Based on Kernel Functions," Journal of Optimization Theory and Applications, Springer, vol. 155(2), pages 637-649, November.
    4. Zs. Darvay & T. Illés & B. Kheirfam & P. R. Rigó, 2020. "A corrector–predictor interior-point method with new search direction for linear optimization," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(3), pages 1123-1140, September.
    5. Salahi, Maziar & Terlaky, Tamas, 2007. "Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms," European Journal of Operational Research, Elsevier, vol. 182(2), pages 502-513, October.

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