Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao zbMATH Openarrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article
Data sources: zbMATH Open
SIAM Journal on Optimization
Article . 1994 . Peer-reviewed
Data sources: Crossref
DBLP
Article . 1994
Data sources: DBLP
versions View all 3 versions
addClaim

On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem

On the convergence of a class of infeasible interior-point methods for the horizontal linear complementarity problem
Authors: Yin Zhang;

On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem

Abstract

Summary: Interior-point methods require strictly feasible points as starting points. In theory, this requirement does not seem to be particularly restrictive, but it can be costly in computation. To overcome this deficiency, most existing practical algorithms allow positive but infeasible starting points and seek feasibility and optimality simultaneously. Algorithms of this type shall be called infeasible interior-point algorithms. Despite their superior performance, existing infeasible interior-point algorithms still lack a satisfactory demonstration of theoretical convergence and polynomial complexity. This paper studies a popular infeasible interior-point algorithmic framework that was implemented for linear programming in the highly successful interior-point code OB1 of \textit{I. J. Lustig}, \textit{R. E. Marsten} and \textit{D. F. Shanno} [Linear Algebra Appl. 152, 191-222 (1991; Zbl 0731.65049)]. For generality, the analysis is carried out on a horizontal linear complementarity problem that includes linear and quadratic programming, as well as the standard linear complementarity problem. Under minimal assumptions, it is demonstrated that with properly controlled steps the algorithm converges at a global \(Q\)-linear rate. Moreover, with properly chosen starting points it is established the algorithm can obtain \(\varepsilon\)-feasibility and \(\varepsilon\)- complementarity in at most \(O(n^ 2\ln(1/\varepsilon))\) iterations.

Keywords

global convergence, \(\varepsilon\)-complementarity, Linear programming, interior-point methods, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), linear complementarity, \(\varepsilon\)-feasibility

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    217
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 1%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 1%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Top 1%
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
217
Top 1%
Top 1%
Top 1%
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!