Interior-point algorithm - Search Results - UAB Digital Repository of Documents

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Articles	4 records found

22 p, 782.7 KB

Predictor-corrector algorithm for solving P_* (k)-matrix LCP from arbitrary positive starting points / Potra, Florian A. ; Rongqin, Sheng
A new predictor-corrector algorithm is proposed for solving P_*(k)-matrix linear complementarity problems. If the problem is solvable, then the algorithm converges from an arbitrary positive starting point (x^0, s^0). [...]
1997
Mathematical Programming, vol. 76 n. 1 (1997) p. 223-244

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24 p, 1.0 MB

The largest step path following algorithm for monotone linear complementarity problems / Gonzaga, Clovis C.
Path-following algorithms take at each iteration a Newton step for approaching a point on the central path, in such a way that all the iterates remain in a given neighborhood of that path. This paper studies the case in which each iteration uses a pure Newton step with the largest possible reduction in complementarity measure (duality gap). [...]
1997
Mathematical Programming, vol. 76 n. 2 (1997) p. 309-332

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14 p, 528.4 KB

Improved complexity using higher-order correctors for primal-dual Dikin affine scaling / Jansen, Benjamin ; Roos, C. ; Terlaky, Tamás ; Ye, Y.
In this paper we show that the primal-dual Dikin affine scaling algorithm for linear programming of Jansen, Roos and Terlaky enhances an asymptotical O(V~nL) complexity by using corrector steps. We also show that the result remains valid when the method is applied to positive semi-definite linear complementarity problems.
1997
Mathematical Programming, vol. 76 n. 1 (1997) p. 117-130

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21 p, 919.0 KB

Fast convergence of the simplified largest step path following algorithm / Gonzaga, Clovis C. ; Bonnans, J. Frédéric
Each master iteration of a simplified Newton algorithm for solving a system of equations starts by computing the Jacobian matrix and then uses this matrix in the computation of p Newton steps: the first of these steps is exact, and the other are called "simplified". [...]
1997
Mathematical Programming, vol. 76 n. 1 (1997) p. 95-115

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