A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems.
Mohamed AchacheNesrine TabchouchePublished in: Optim. Lett. (2019)
Keyphrases
- interior point algorithm
- interior point
- linear complementarity problem
- interior point methods
- linear programming
- primal dual
- feasible solution
- convex optimization
- linear program
- semidefinite programming
- semidefinite
- variational inequalities
- quadratic programming
- linear programming problems
- sufficient conditions
- column generation
- objective function
- approximation algorithms
- convergence rate
- solving problems
- simplex method
- optimal solution
- computationally intensive
- model selection
- multicriteria optimization