Superlinear Convergence of an Algorithm for Monotone Linear Complementarity Problems, When No Strictly Complementary Solution Exists

DOI10.1287/MOOR.24.1.72zbMath0977.90066OpenAlexW2171779877MaRDI QIDQ2757583

Jos F. Sturm

Publication date: 26 November 2001

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

Full work available at URL: https://doi.org/10.1287/moor.24.1.72

zbMATH Keywords

superlinear convergencecentral pathprimal-dual interior point methodTapia indicatorsmonotone linear complementary problem

Mathematics Subject Classification ID

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

Related Items (10)

On a special class of regularized central paths for semidefinite programs ⋮ A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming ⋮ Error bounds in mathematical programming ⋮ Trajectory-following methods for large-scale degenerate convex quadratic programming ⋮ Asymptotic behavior of underlying NT paths in interior point methods for monotone semidefinite linear complementarity problems ⋮ Asymptotic behavior of helmberg-kojima-Monteiro (HKM) paths in interior-point methods for monotone semidefinite linear complementarity problems: General theory ⋮ Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path ⋮ Underlying paths in interior point methods for the monotone semidefinite linear complementarity problem ⋮ On the analyticity of underlying HKM paths for monotone semidefinite linear complementarity problems ⋮ Analyticity of the central path at the boundary point in semidefinite programming

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