A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P0LCPs
نویسندگان
چکیده
منابع مشابه
A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P[sub 0] LCPs
Based on the concept of the regularized central path, a new non-interior-point path-following algorithm is proposed for solving the P0 linear complementarity problem (P0 LCP). The condition ensuring the global convergence of the algorithm for P0 LCPs is weaker than most previously used ones in the literature. This condition can be satisfied even when the strict feasibility condition, which has ...
متن کاملA New QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm For Inequality Constrained Optimization
TO PRINT THE ENTIRE PAPER: Depending on the viewer you use, you may or may not be able to see more than this cover page. However, if you save the ps file or print it out you will obtain the entire paper: this cover page followed by 51 more pages. Erratum: In equation (5.3) (statement of Proposition 5.1) as well as in the last displayed equation in the proof of Proposition 5.1 (expression for λ ...
متن کاملProjective transformations for interior-point algorithms, and a superlinearly convergent algorithm for the w-center problem
The purpose of this study is to broaden the scope of projective transformation methods in mathematical programming, both in terms of theory and algorithms. We start by generalizing the concept of the analytic center of a polyhedral system of constraints to the w-center of a polyhedral system, which stands for weighted center, where there are positive weights on the logarithmic barrier terms for...
متن کاملA Superlinearly Convergent Primal-Dual Infeasible-Interior-Point Algorithm for Semidefinite Programming
We propose a primal-dual infeasible-interior-point path-following algorithm for solving semideenite programming (SDP) problems. If the problem has a solution, then the algorithm is globally convergent. If the starting point is feasible or close to being feasible , the algorithms nds an optimal solution in at most O(p nL) iterations. If the starting point is large enough then the algorithm termi...
متن کاملA Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal Linear Complementarity Problem
In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2003
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623401384151