An Improved Affine-Scaling Interior Point Algorithm

A Superlinear Infeasible-Interior-Point Affine Scaling Algorithm for LCP

We present an infeasible-interior-point algorithm for monotone linear complementarity problems in which the search directions are affine scaling directions and the step lengths are obtained from simple formulae that ensure both global and superlinear convergence. By choosing the value of a parameter in appropriate ways, polynomial complexity and convergence with Q-order up to (but not including...

Improved infeasible-interior-point algorithm for linear complementarity problems

We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...

An Interior Point Algorithm for Monotone Affine Variational Inequalities

Given an n n matrix M, a vector q in IR n , and a polyhedral convex set X = fxjAx b; Bx = dg, where A is an m n matrix and B is an p n matrix, the aane variational inequality problem is to nd x 2 X such that (Mx + q) T (y ? x) 0 for all y 2 X. If M is positive semi-deenite, the aane variational inequality can be transformed to a generalized complementarity problem, which can be solved in polyno...

improved infeasible-interior-point algorithm for linear complementarity problems

we present a modified version of the infeasible-interior- we present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by mansouri et al. (nonlinear anal. real world appl. 12(2011) 545--561). each main step of the algorithm consists of a feasibility step and several centering steps. we use a different feasibility step, which targ...

Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming