Numerical path following

EL Allgower, K Georg - Handbook of numerical analysis, 1997 - Elsevier
Because of their versatility and robustness, numerical continuation or path following
methods have been finding ever wider use in scientific applications. Our aim here is to give …

[图书][B] Primal-dual interior-point methods

SJ Wright - 1997 - SIAM
Linear programming has been the dominant paradigm in optimization since Dantzig's
development of the simplex method in the 1940s. In 1984, the publication of a paper by …

[图书][B] Interior point algorithms: theory and analysis

Y Ye - 2011 - books.google.com
The first comprehensive review of the theory and practice of one oftoday's most powerful
optimization techniques. The explosive growth of research into and development of …

[图书][B] Interior point methods: current status and future directions

RM Freund, S Mizuno - 2000 - Springer
This article provides a synopsis of the major developments in interior point methods for
mathematical programming in the last thirteen years, and discusses current and future …

A primal—dual infeasible-interior-point algorithm for linear programming

M Kojima, N Megiddo, S Mizuno - Mathematical programming, 1993 - Springer
As in many primal—dual interior-point algorithms, a primal—dual infeasible-interior-point
algorithm chooses a new point along the Newton direction towards a point on the central …

Continuation and path following

EL Allgower, K Georg - Acta numerica, 1993 - cambridge.org
The main ideas of path following by predictor–corrector and piecewise-linear methods, and
their application in the direction of homotopy methods and nonlinear eigenvalue problems …

A new nonsmooth equations approach to nonlinear complementarity problems

H Jiang, L Qi - SIAM Journal on Control and Optimization, 1997 - SIAM
Based on Fischer's function, a new nonsmooth equations approach is presented for solving
nonlinear complementarity problems. Under some suitable assumptions, a local and Q …

Tensor complementarity problems—part II: solution methods

L Qi, ZH Huang - Journal of Optimization Theory and Applications, 2019 - Springer
This work, with its three parts, reviews the state-of-the-art of studies for the tensor
complementarity problem and some related models. In the first part of this paper, we have …

A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions

B Chen, N Xiu - SIAM Journal on Optimization, 1999 - SIAM
A noninterior continuation method is proposed for nonlinear complementarity problems. It
improves the noninterior continuation methods recently studied by Burke and Xu [Math …

A non-interior continuation method for generalized linear complementarity problems

JM Peng, Z Lin - Mathematical Programming, 1999 - Springer
In this paper, we propose a non-interior continuation method for solving generalized linear
complementarity problems (GLCP) introduced by Cottle and Dantzig. The method is based …