A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems.
Stephen J. WrightDaniel RalphPublished in: Math. Oper. Res. (1996)
Keyphrases
- interior point algorithm
- complementarity problems
- primal dual
- variational inequalities
- interior point
- interior point methods
- linear programming
- semidefinite
- linear program
- convex optimization
- linear complementarity problem
- approximation algorithms
- semidefinite programming
- convergence rate
- quadratic programming
- simplex method
- search space
- multicriteria optimization
- upper bound
- convex sets
- linear systems
- objective function
- higher dimensional
- computational complexity