Global convergence enhancement of classical linesearch interior point methods for MCPs (Q1861321)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global convergence enhancement of classical linesearch interior point methods for MCPs |
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Global convergence enhancement of classical linesearch interior point methods for MCPs (English)
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16 March 2003
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A globally convergent interior point method is introduced which performs backtracking along a piecewise linear path. Theoretical and computational results show the effectivness of the approach.
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complementarity problems
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interior point methods
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backtracking strategy
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numerical examples
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global convergence
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