An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps
Optimization Methods and Software, 2002This article describes an infeasible interior-point (IP) method for solving monotone variational inequality problems with polyhedral constraints and, as a particular case, monotone nonlinear complementarity problems. The method determines a search direction by solving, possibly in an inexact way, the Newton equation for the central path.
Sandra Pieraccini
exaly +4 more sources
Convergence of the homotopy path for a full-Newton step infeasible interior-point method
Operations Research Letters, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
C Roos
exaly +3 more sources
On the convergence of an infeasible primal-dual interior-point method for convex programming
Optimization Methods and Software, 1994We consider the infeasible primal-dual algorithm for smooth convex programming recently introduced by Vial [15]. We show, under mild assumptions, that a “SUMT” or “long-step path following” version of the algorithm is globally convergent. The stepiength on each iteration is based on a merit function which is a modification of the potential function ...
Kurt M Anstreicher
exaly +2 more sources
Full Nesterov–Todd step infeasible interior-point method for symmetric optimization
European Journal of Operational Research, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
C Roos
exaly +2 more sources
A full step infeasible interior-point method for Cartesian $$P_{*}(\kappa )$$ P ∗ ( κ ) -SCLCP
Optimization Letters, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Behrouz Kheirfam
exaly +2 more sources
A Full Nesterov–Todd Step Infeasible Interior-Point Method for Second-Order Cone Optimization
Journal of Optimization Theory and Applications, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M Zangiabadi, C Roos
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An Infeasible-Interior-Point Method for Linear Complementarity Problems
SIAM Journal on Optimization, 1997For the linear complementarity problem (LCP) of the form: determine a vector pair \((x,z)\) satisfying \(Mx-c=z\), \(x^{T}z= 0\), \((x,z) \leq {\mathbf 0}\), where \(x,z,c \in {\mathbb{R}}^{n}\) and \(M \in {\mathbb{R}}^{n}\times {\mathbb{R}}^{n}\), the authors propose an infeasible-interior-point algorithm based on a method being a modification of a ...
Evangelia M. Simantiraki +1 more
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An interior point method for nonlinear programming with infeasibility detection capabilities
Optimization Methods and Software, 2014This paper describes an interior point method for nonlinear programming endowed with infeasibility detection capabilities. The method is composed of two phases, a main phase whose goal is to seek optimality, and a feasibility phase that aims exclusively at improving feasibility.
Jorge Nocedal +2 more
openaire +1 more source
Superlinear convergence of infeasible-interior-point methods for linear programming
Mathematical Programming, 1994zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yin Zhang, Detong Zhang
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New infeasible interior-point algorithm based on monomial method
Computers & Operations Research, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yi-Chih Hsieh, Dennis L. Bricker
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