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CLC number: O242.2
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Received: 2023-10-17
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A predictor-corrector interior-point algorithm for monotone variational inequality problems
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LIANG Xi-ming, QIAN Ji-xin. A predictor-corrector interior-point algorithm for monotone variational inequality problems[J]. Journal of Zhejiang University Science A, 2002, 3(3): 321-325.
@article{title="A predictor-corrector interior-point algorithm for monotone variational inequality problems",
author="LIANG Xi-ming, QIAN Ji-xin",
journal="Journal of Zhejiang University Science A",
volume="3",
number="3",
pages="321-325",
year="2002",
publisher="Zhejiang University Press & Springer",
doi="10.1631/jzus.2002.0321"
}
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%A LIANG Xi-ming
%A QIAN Ji-xin
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%P 321-325
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%I Zhejiang University Press & Springer
%DOI 10.1631/jzus.2002.0321
TY - JOUR
T1 - A predictor-corrector interior-point algorithm for monotone variational inequality problems
A1 - LIANG Xi-ming
A1 - QIAN Ji-xin
J0 - Journal of Zhejiang University Science A
VL - 3
IS - 3
SP - 321
EP - 325
%@ 1869-1951
Y1 - 2002
PB - Zhejiang University Press & Springer
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DOI - 10.1631/jzus.2002.0321
Abstract: Mehrotra's recent suggestion of a predictor-corrector 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.
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