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 t...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.展开更多
文摘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.
