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Volumn 7, Issue 2, 1997, Pages 304-317

A quadratically convergent infeasible-interior-point algorithm for LCP with polynomial complexity

Author keywords

Infeasible interior point algorithm; Linear complementarity problems; Polynomiality; Predictor corrector; Superlinear convergence

Indexed keywords


EID: 0031536467     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623494267826     Document Type: Article
Times cited : (13)

References (14)
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  • 2
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    • Mizuno, S.1    Kojima, M.2    Todd, M.J.3
  • 3
    • 0028479748 scopus 로고
    • Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
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    • Lustig, I.J.1    Marsten, R.E.2    Shanno, D.F.3
  • 4
    • 0028524565 scopus 로고
    • Polynomiality of infeasible-interior-point-algorithms for linear programming
    • S. MIZUNO, Polynomiality of infeasible-interior-point-algorithms for linear programming, Math. Programming, 67 (1994), pp. 109-120.
    • (1994) Math. Programming , vol.67 , pp. 109-120
    • Mizuno, S.1
  • 5
    • 0000836925 scopus 로고
    • On adaptive-step primal-dual interior-point algorithms for linear programming
    • S. MIZUNO, M. J. TODD, AND Y. YE, On adaptive-step primal-dual interior-point algorithms for linear programming, Math. Oper. Res., 18 (1993), pp. 964-981.
    • (1993) Math. Oper. Res. , vol.18 , pp. 964-981
    • Mizuno, S.1    Todd, M.J.2    Ye, Y.3
  • 6
    • 58149362644 scopus 로고
    • Superlinear primal-dual affine scaling algorithms for LCP
    • R. D. C. MONTEIRO AND S. J. WRIGHT, Superlinear primal-dual affine scaling algorithms for LCP, Math. Programming, 69 (1995), pp. 311-333.
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    • Monteiro, R.D.C.1    Wright, S.J.2
  • 8
    • 0039285299 scopus 로고
    • An O(nL) infeasible-interior-point algorithm for LCP with quadratic convergence
    • Department of Mathematics, The University of Iowa, Iowa City, IA, January
    • F. A. POTRA, An O(nL) Infeasible-Interior-Point Algorithm for LCP with Quadratic Convergence, Reports on Computational Mathematics 50, Department of Mathematics, The University of Iowa, Iowa City, IA, January, 1994.
    • (1994) Reports on Computational Mathematics , vol.50
    • Potra, F.A.1
  • 9
    • 0027903976 scopus 로고
    • A path-following infeasible-interior-point algorithm for linear complementarity problems
    • S. J. WRIGHT, A path-following infeasible-interior-point algorithm for linear complementarity problems, Optim. Methods Software, 2 (1993), pp. 79-106.
    • (1993) Optim. Methods Software , vol.2 , pp. 79-106
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  • 10
    • 0028525075 scopus 로고
    • An infeasible interior point algorithm for linear complementarity problems
    • S. J. WRIGHT, An infeasible interior point algorithm for linear complementarity problems, Math. Programming, 67 (1994), pp. 29-52.
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    • Wright, S.J.1
  • 11
    • 21344446747 scopus 로고    scopus 로고
    • A path-following interior-point algorithm for linear and quadratic problems
    • S. J. WRIGHT, A path-following interior-point algorithm for linear and quadratic problems, Ann. Oper. Res., 62 (1996), pp. 103-130.
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    • Wright, S.J.1
  • 12
    • 0027803251 scopus 로고
    • On quadratic and O(√nL) convergence of predictor-corrector algorithm for LCP
    • Y. YE, AND K. ANSTREICHER, On quadratic and O(√nL) convergence of predictor-corrector algorithm for LCP, Math. Programming, 62 (1993), pp. 537-551.
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  • 13
    • 0003058678 scopus 로고
    • An O(√nL)-iteration homogeneous and self-dual linear programming algorithm
    • Y. YE, M. J. TODD, AND S. MIZUNO, An O(√nL)-iteration homogeneous and self-dual linear programming algorithm, Math. Oper. Res., 19 (1994), pp. 53-67.
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  • 14
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    • On the convergence of a class of infeasible interior-point methods for the horizontal linear complementarity problem
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    • (1994) SIAM J. Optim. , vol.4 , pp. 208-227
    • Zhang, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.