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ZJUS-A
Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering)  2002, Vol. 3 Issue (3): 321-325    DOI: 10.1631/jzus.2002.0321
Applied Mathematics     
A predictor-corrector interior-point algorithm for monotone variational inequality problems
LIANG Xi-ming, QIAN Ji-xin
National Lab of Industrial Control Technology, Zhejiang University, Hangzhou 310027, China; College of Information Science & Engineering, Central South University, Changsha 410083, China
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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.

Key words： Variational inequality problems (VIP)      Predictor-corrector interior-point algorithm      Numerical experiments     
Received: 03 March 2001     
CLC:  O242.2  
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LIANG Xi-ming
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LIANG Xi-ming, QIAN Ji-xin. A predictor-corrector interior-point algorithm for monotone variational inequality problems. Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering), 2002, 3(3): 321-325.

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http://www.zjujournals.com/xueshu/zjus-a/10.1631/jzus.2002.0321     OR     http://www.zjujournals.com/xueshu/zjus-a/Y2002/V3/I3/321

[1] LIANG Xi-ming, MA Long-hua, QIAN Ji-xin. SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM[J]. Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering), 2001, 2(1): 66-70.