Local convergence of interior-point algorithms for degenerate monotone LCP
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Publication:1326510
DOI10.1007/BF01300971zbMath0801.90110MaRDI QIDQ1326510
Renato D. C. Monteiro, Stephen J. Wright
Publication date: 18 May 1994
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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Cites Work
- On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
- Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
- Error bounds for monotone linear complementarity problems
- An Infeasible-Interior-Point Predictor-Corrector Algorithm for Linear Programming
