Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems.
Jie SunGongyun ZhaoPublished in: SIAM J. Optim. (1998)
Keyphrases
- interior point methods
- superlinear convergence
- semidefinite
- quadratic programming
- variational inequality problems
- semidefinite programming
- convex optimization
- variational inequalities
- primal dual
- linear systems
- linear program
- newton method
- linear programming
- quasi newton
- inequality constraints
- convergence rate
- objective function
- computationally intensive
- convex sets
- upper bound
- distance function
- sufficient conditions
- high dimensional
- pairwise
- computational complexity