The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems

DOI10.1287/MOOR.23.3.719zbMath0977.90056OpenAlexW2030169236MaRDI QIDQ2757562

James V. Burke, Song Xu

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/73ca893c53be41ef5a18f7fb465a4b8640f7f6a3

zbMATH Keywords

linear complementarity problempath following algorithminterior point algorithmglobal linear convergencenoninterior algorithm

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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