wide neighborhood

Interior point methods for sufficient LCP in a wide neighborhood of the central path with optimal iteration complexity

  • Florian A. Potra
    • Categories Complementarity and Variational Inequalities, Linear, Cone and Semidefinite Programming Tags , , , , ,

    Three interior point methods are proposed for sufficient horizontal linear complementarity problems (HLCP): a large update path following algorithm, a first order corrector-predictor method, and a second order corrector-predictor method. All algorithms produce sequences of iterates in the wide neighborhood of the central path introduced by Ai and Zhang. The algorithms do not depend on … Read more

    Corrector-predictor methods for sufficient linear complementarity problems in a wide neighborhood of the central path

  • Xing Liu
  • Florian A. Potra
    • Categories Complementarity and Variational Inequalities, Linear, Cone and Semidefinite Programming Tags , , , ,

    Corrector-predictor methods for sufficient linear complementarity problems in a wide neighborhood of the central path CitationTechnical Report UMBC, TR2006-22, January 2005, Revised: March 2006.ArticleDownload View PDF

    An (\sqrt{n}\log \frac{(x^0)^Ts^0}{\epsilon})$ iteration primal-dual path-following method, based on wide neighborhoods and large updates, for monotone linear complementarity problems

  • Wenbao Ai
  • Shuzhong Zhang
    • Categories Linear, Cone and Semidefinite Programming Tags , ,

    In this paper we propose a new class of primal-dual path-following interior point algorithms for solving monotone linear complementarity problems. At each iteration, the method would select a target on the central path with a large update from the current iterate, and then the Newton method is used to get the search directions, followed by … Read more