Comparison of Two Kinds of Prediction-Correction Methods for Monotone Variational Inequalities

Authors:
Bingsheng He;Xiaoming Yuan;Jason J. Z. Zhang
Affiliations:
Department of Mathematics, Nanjing University, Nanjing 210093, People's Republic of China. hebma@nju.edu.cn;Department of Mathematics, City University of Hong Kong, Kowloon, Hong Kong;Department of Mathematics, City University of Hong Kong, Kowloon, Hong Kong
Venue:
Computational Optimization and Applications
Year:
2004

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Abstract

Most existing interior-point methods for a linear complementarity problem (LCP) require the existence of a strictly feasible point to guarantee that the iterates are bounded. Based on a regularized central path, we present an infeasible interior-point ...