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In Andreani et al. (Numer. Algorithms 57:457–485, 2011), an interior point method for the horizontal nonlinear complementarity problem was introduced. This method was based on inexact Newton directions and safeguarding projected gradient iterations. Global convergence, in the sense that every cluster point is stationary, was proved in Andreani et al. (Numer. Algorithms 57:457–485, 2011). In Andreani...
A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed form of Spectral Projected Gradient iterations. Intercalated with these projected steps, internal iterations restricted to faces of the polytope are performed, which enhance the efficiency of the algorithm. Convergence proofs...
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