Interior-Point Algorithms for Monotone Linear Complementarity Problem Based on Different Predictor Directions
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arXiv
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| Hauptverfasser: | , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866916869451022336 |
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| author | -Nagy, Marianna E. Illés, Tibor Nesterov, Yurii Rigó, Petra Renáta |
| author_facet | -Nagy, Marianna E. Illés, Tibor Nesterov, Yurii Rigó, Petra Renáta |
| contents | In this paper, we introduce two parabolic target-space interior-point algorithms for solving monotone linear complementarity problems. The first algorithm is based on a universal tangent direction, which has been recently proposed for linear optimization problems. We prove that this method has the best known worst-case complexity bound. We extend onto LCP its auto-correcting version, and prove its local quadratic convergence under a non-degeneracy assumption. In our numerical experiments, we compare the new algorithms with a general method, recently developed for weighted monotone linear complementarity problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_22185 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Interior-Point Algorithms for Monotone Linear Complementarity Problem Based on Different Predictor Directions -Nagy, Marianna E. Illés, Tibor Nesterov, Yurii Rigó, Petra Renáta Optimization and Control 90C51, 90C33 In this paper, we introduce two parabolic target-space interior-point algorithms for solving monotone linear complementarity problems. The first algorithm is based on a universal tangent direction, which has been recently proposed for linear optimization problems. We prove that this method has the best known worst-case complexity bound. We extend onto LCP its auto-correcting version, and prove its local quadratic convergence under a non-degeneracy assumption. In our numerical experiments, we compare the new algorithms with a general method, recently developed for weighted monotone linear complementarity problems. |
| title | Interior-Point Algorithms for Monotone Linear Complementarity Problem Based on Different Predictor Directions |
| topic | Optimization and Control 90C51, 90C33 |
| url | https://arxiv.org/abs/2507.22185 |