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  • 1
    Digitale Medien
    Digitale Medien
    An infeasible-interior-point algorithm for linear complementarity problems (1994)
    Springer
    Mathematical programming 67 (1994), S. 29-51 
    Details
    ISSN: 1436-4646
    Schlagwort(e): Infeasible-interior-point methods ; Linear complementarity problems ; Q-subquadratic convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We modify the algorithm of Zhang to obtain anO(n2L) infeasible-interior-point algorithm for monotone linear complementarity problems that has an asymptoticQ-subquadratic convergence rate. The algorithm requires the solution of at most two linear systems with the same coefficient matrix at each iteration.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01582211
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  • 2
    Digitale Medien
    Digitale Medien
    A path-following interior-point algorithm for linear and quadratic problems (1996)
    Springer
    Annals of operations research 62 (1996), S. 103-130 
    Details
    ISSN: 1572-9338
    Schlagwort(e): Path-following interior-point methods ; linear complementarity problems ; Q-subquadratic convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We describe an algorithm for the monotone linear complementarity problem (LCP) that converges from any positive, not necessarily feasible, starting point and exhibits polynomial complexity if some additional assumptions are made on the starting point. If the problem has a strictly complementarity solution, the method converges subquadratically. We show that the algorithm and its convergence properties extend readily to the mixed monotone linear complementarity problem and, hence, to all the usual formulations of the linear programming and convex quadratic programming problems.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF02206813
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  • 3
    Digitale Medien
    Digitale Medien
    Superlinear Convergence of a Stabilized SQP Method to a Degenerate Solution (1998)
    Springer
    Computational optimization and applications 11 (1998), S. 253-275 
    Details
    ISSN: 1573-2894
    Schlagwort(e): nonlinear programming ; sequential quadratic programming ; degenerate solutions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Notizen: Abstract We describe a slight modification of the well-known sequential quadratic programming method for nonlinear programming that attains superlinear convergence to a primal-dual solution even when the Jacobian of the active constraints is rank deficient at the solution. We show that rapid convergence occurs even in the presence of the roundoff errors that are introduced when the algorithm is implemented in floating-point arithmetic.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1023/A:1018665102534
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