A monotone complementarity problem with feasible solutions but no complementary solutions
نویسنده
چکیده
منابع مشابه
A full Nesterov-Todd step infeasible interior-point algorithm for symmetric cone linear complementarity problem
A full Nesterov-Todd (NT) step infeasible interior-point algorithm is proposed for solving monotone linear complementarity problems over symmetric cones by using Euclidean Jordan algebra. Two types of full NT-steps are used, feasibility steps and centering steps. The algorithm starts from strictly feasible iterates of a perturbed problem, and, using the central path and feasi...
متن کاملA generalized proximal point algorithm for the nonlinear complementarity problem
We consider a generalized proximal point method (GPPA) for solving the nonlinear complementarity problem with monotone operators in R ' \ lt differs from the classical proximal point method discussed by Rockafellar for the problem offinding zeroes of monotone operators in the use of generalized distances, called (p-divergences, instead of the Euclidean one. These distances play not only a regul...
متن کاملAsymptotic Behavior of HKM Paths in Interior Point Method for Monotone Semidefinite Linear Complementarity Problem: General Theory
An interior point method (IPM) defines a search direction at an interior point of the feasible region. These search directions form a direction field which in turn defines a system of ordinary differential equations (ODEs). Thus, it is natural to define the underlying paths of the IPM as the solutions of the systems of ODEs. In [8], these off-central paths are shown to be well-defined analytic ...
متن کاملOn the Regularization of Mixed Complementarity Problems
A variational inequality problem (VIP) satisfying a constraint qual-iication can be reduced to a mixed complementarity problem (MCP). Monotonicity of the VIP implies that the MCP is also monotone. Introducing regularizing perturbations, a sequence of strictly monotone mixed complementarity problems is generated. It is shown that, if the original problem is solvable, the sequence of computable i...
متن کاملAsymptotic Behavior of HKM Paths in Interior Point Methods for Monotone Semidefinite Linear Complementarity Problems: General Theory
An interior point method (IPM) defines a search direction at each interior point of the feasible region. These search directions form a direction field which in turn gives rise to a system of ordinary differential equations (ODEs). Thus, it is natural to define the underlying paths of the IPM as the solutions of the system of ODEs. In [9], these offcentral paths are shown to be well-defined ana...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Math. Program.
دوره 12 شماره
صفحات -
تاریخ انتشار 1977