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Solving the Sum-of-Ratios Problem by an Interior-Point Method

✍ Scribed by Roland W. Freund; Florian Jarre


Book ID
110261901
Publisher
Springer US
Year
2001
Tongue
English
Weight
192 KB
Volume
19
Category
Article
ISSN
0925-5001

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An interior point method for the nonline
✍ Alfredo Noel Iusem πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 664 KB

We present an interior point method for the nonlinear complementarity problem which converges, whenever the problem has solutions, for any paramonotone operator (i.e., monotone and such that (F(x) -F(y), x-y) = 0 implies F(x) = F(y)). The iterative step consists of easily computable closed formulae,