Long-Step Interior-Point Algorithms for a Class of Variational Inequalities with Monotone Operators

F. Sharifi-Mokhtarian and J. L. Goffin
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F. Sharifi-Mokhtarian: McGill University
J. L. Goffin: McGill University

Journal of Optimization Theory and Applications, 1998, vol. 97, issue 1, No 10, 210 pages

Abstract: Abstract This paper describes two interior-point algorithms for solving a class of monotone variational inequalities defined over the intersection of an affine set and a closed convex set. The first algorithm is a long-step path-following method, and the second is an extension of the first, incorporating weights in the gradient of the barrier function. Global convergence of the algorithms is proven under the assumptions of monotonicity and differentiability of the operator.

Keywords: Monotone variational inequalities; interior-point methods; Newton method; barrier functions; self-concordant operators (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (1)

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DOI: 10.1023/A:1022683302494

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