Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/45072
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dc.titleGlobal linear and local quadratic convergence of a long-step adaptive-mode interior point method for some monotone variational inequality problems
dc.contributor.authorSun, J.
dc.contributor.authorZhao, G.
dc.date.accessioned2013-10-10T05:02:43Z
dc.date.available2013-10-10T05:02:43Z
dc.date.issued1998
dc.identifier.citationSun, J.,Zhao, G. (1998). Global linear and local quadratic convergence of a long-step adaptive-mode interior point method for some monotone variational inequality problems. SIAM Journal on Optimization 8 (1) : 123-139. ScholarBank@NUS Repository.
dc.identifier.issn10526234
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/45072
dc.description.abstractAn interior point (IP) method is proposed to solve variational inequality problems for monotone functions and polyhedral sets. The method has the following advantages: 1. Given an initial interior feasible solution with duality gap μ0, the algorithm requires at most O[n log(μ0/ε)] iterations to obtain an ε-optimal solution. 2. The rate of convergence of the duality gap is q-quadratic. 3. At each iteration, a long-step improvement is allowed. 4. The algorithm can automatically transfer from a linear mode to a quadratic mode to accelerate the local convergence.
dc.sourceScopus
dc.subjectInterior point methods
dc.subjectMonotone variational inequality problems
dc.subjectPolynomial complexity of algorithms
dc.subjectRate of convergence
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.contributor.departmentMATHEMATICS
dc.description.sourcetitleSIAM Journal on Optimization
dc.description.volume8
dc.description.issue1
dc.description.page123-139
dc.identifier.isiutNOT_IN_WOS
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