Abstract
We present new infeasible path-following methods for linear monotone complementarity problems based on Auslender, Teboulle and Ben-Tiba’s log-quadratic barrier functions. The central paths associated with these barriers are always well defined and, for those problems which have a solution, convergent to a pair of complementary solutions. Starting points in these paths are easy to compute. The theoretical iteration-complexity of these new path-following methods is derived and improved by a strategy which uses relaxed hybrid proximal-extragradient steps to control the quadratic term. Encouraging preliminary numerical experiments are presented.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.