Global convergence of a class of non-interior point algorithms using Chen-Harker-Kanzow-Smale functions for nonlinear complementarity problems.
Keisuke HottaAkiko YoshisePublished in: Math. Program. (1999)
Keyphrases
- interior point
- complementarity problems
- linear complementarity problem
- linear programming
- interior point methods
- primal dual
- global convergence
- linear program
- convex optimization
- convergence rate
- semidefinite programming
- nonnegative matrix factorization
- linear programming problems
- semidefinite
- variational inequalities
- optimization methods
- convergence speed
- linear systems
- simplex method
- dynamic programming
- np hard
- optimal solution
- feasible solution
- dynamical systems
- optimization problems
- worst case
- least squares