Journal
COMPUTATIONAL & APPLIED MATHEMATICS
Volume 37, Issue 2, Pages 1847-1876Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s40314-017-0425-1
Keywords
Hybrid proximal extra-gradient; Interior point methods; Primal-dual; Monotone complementarity problem; Complexity
Categories
Funding
- Conselho Nacional de Pesquisa CNPq [406250/2013-8]
- Fundacao de Amparo a Pesquisa do Estado da Bahia (FAPESB) [022/2009-PPP]
- CNPq [302962/2011-5, 474944/2010-7, 480101/2008-6, 303583/2008-8]
- Fundacao de Amparo a Pesquisa do Estado de Rio de Janeiro (Faperj) [E-26/102.940/2011, E-26/102.821/2008]
- PRONEX Optimization
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We present a Newton-type hybrid proximal extragradient primal-dual interior point method for solving smooth monotone mixed complementarity problems. Dual variables for the nonnegativity constraints are introduced. The ergodic complexity of the method is O(1/k(3/2)). The method performs two types of iterations: underelaxed hybrid proximal extragradient iterations and short-steps primal-dual interior point iterations.
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