Nonmonotone Path Following Methods for Nonsmooth Equations and Complementarity Problems

2001 ◽  
pp. 19-41 ◽  
Author(s):  
Stephen C. Billups ◽  
Adam L. Speight ◽  
Layne T. Watson
Keyword(s):  
Complementarity Problems ◽  
Path Following ◽  
Nonsmooth Equations ◽  
Path Following Methods

Plynomial Convergence of Primal-Dual Algorithms for SDLCP Based on the Monteiro-Zhang Family of Directions

2012 ◽  
Vol 532-533 ◽  
pp. 1857-1860
Author(s):  
Guang Zhou Li
Keyword(s):  
Complementarity Problems ◽  
Linear Complementarity Problems ◽  
Path Following ◽  
Complexity Bounds ◽  
New Class ◽  
Primal Dual ◽  
Carry Over ◽  
Path Following Methods ◽  
Finite Linear ◽  
Path Following Algorithm

The paper establishes the polynomial converge-nce of a new class of path-following methods for semide- finite linear complementarity problems (SDLCP) whos-se search directions belong to the class of directions introduced by Monteiro [7]. Namely, we show that the polynomial iteration complexity bounds of the well known algori-thm for linear programming, namely the short-step path-following algorithm of Kojima et al. and Monteiro and Alder, carry over to the context of SDLCP

Path-Following Methods for Linear Programming

SIAM Review ◽  
1992 ◽  
Vol 34 (2) ◽  
pp. 167-224 ◽  
Author(s):  
Clovis C. Gonzaga
Keyword(s):  
Linear Programming ◽  
Path Following ◽  
Path Following Methods
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