A predictor-corrector interior-point algorithmfor monotone variational inequality problems

• Published in: Journal of Zhejiang University. Science Vol. 3; no. 3; pp. 321 - 325
• Main Author: 梁昔明 钱积新
• Format: Journal Article
• Language: English
• Published: 2002
• Subjects: 单调变分不等式; 数值实验; 线性规划; 预测校正内点算法
• ISSN: 1009-3095

Mehrotra' s recent suggestion of a predictor-eorrector variant of primal-dual interior-point method for linear programming is currently the interior-point method of choice for linear programming.In this work the authors give a predictor-corrector interior-point algorithm for monotone variational inequality problems. The algorithm was proved to be equivalent to a level-1 perturbed composite Newton method. Computations in the algorithm do not require the initial iteration to be feasible. Numerical results of experiments are presented.