Convergence of interior point algorithms for the monotone linear complementarity problem

Mathematics of Operations Research

Volumn 21, Issue 1, 1996, Pages 1-25

  Bonnans, J Frédéric ^a   Gonzaga, Clovis C ^b  

^a INRIA ROCQUENCOURT   (France)

^b FEDERAL UNIVERSITY OF SANTA CATARINA   (Brazil)

Author keywords

Analytic center; Linear complementarity problem; Predictor corrector algorithm; Primal dual interior point algorithm

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; LINEAR PROGRAMMING; OPTIMIZATION; PERTURBATION TECHNIQUES; PROBLEM SOLVING;

ANALYTIC CENTER; CONVEX QUADRATIC PROGRAMMING PROBLEM; EUCLIDEAN NORM; LINEAR COMPLEMENTARITY PROBLEM; NEWTON ITERATIONS; PREDICTOR CORRECTOR ALGORITHM; PRIMAL DUAL INTERIOR POINT ALGORITHM;

ALGORITHMS;

EID: 0030084871     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.21.1.1     Document Type: Article

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