LONG-STEP PRIMAL PATH-FOLLOWING ALGORITHM FOR MONOTONE VARIATIONAL INEQUALITY PROBLEMS

Authors
WU JH
Citation
Jh. Wu, LONG-STEP PRIMAL PATH-FOLLOWING ALGORITHM FOR MONOTONE VARIATIONAL INEQUALITY PROBLEMS, Journal of optimization theory and applications, 99(2), 1998, pp. 509-531
Citations number
30
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
99
Issue
2
Year of publication
1998
Pages
509 - 531
Database
ISI
SICI code
0022-3239(1998)99:2<509:LPPAFM>2.0.ZU;2-G
Abstract
In this paper, we present a long-step primal path-following algorithm and prove its global convergence under usual assumptions. It is seen t hat the short-step algorithm is a special case of the long-step algori thm for a specific selection of the parameters and the initial solutio n. Our theoretical result indicates that the long-step algorithm is mo re flexible. Numerical results indicate that the long-step algorithm c onverges faster than the short-step algorithm.