A superlinear infeasible-interior-point algorithm for monotone complementarity problems

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Description

We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complementary problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear. Numerical experiments confirm the efficacy of the proposed approach.

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28 p.

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Wright, S. & Ralph, D. November 1, 1996.

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  • Wright, S. Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
  • Ralph, D. Melbourne Univ., Parkville, VIC (Australia). Dept. of Mathematics

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We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complementary problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear. Numerical experiments confirm the efficacy of the proposed approach.

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28 p.

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OSTI as DE97000553

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  • Other Information: PBD: [1996]

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  • November 1, 1996

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  • July 25, 2015, 2:20 a.m.

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  • Dec. 16, 2015, 4:35 p.m.

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Wright, S. & Ralph, D. A superlinear infeasible-interior-point algorithm for monotone complementarity problems, report, November 1, 1996; Illinois. (https://digital.library.unt.edu/ark:/67531/metadc678140/: accessed July 16, 2024), University of North Texas Libraries, UNT Digital Library, https://digital.library.unt.edu; crediting UNT Libraries Government Documents Department.

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