Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem

DOI10.1287/moor.21.1.1zbMath0846.90109OpenAlexW2111152960MaRDI QIDQ4880874

Joseph Frédéric Bonnans, Clóvis C. Gonzaga

Publication date: 23 June 1996

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

Full work available at URL: https://semanticscholar.org/paper/79e167d7ea4c4b8f4ea2d5e4175d326f0415a6eb

zbMATH Keywords

interior point algorithmshorizontal linear complementarity problemNewton iterationsgeneral convergence properties

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Newton-type methods (49M15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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