A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
نویسندگان
چکیده
منابع مشابه
A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complemen-tarity problems. Superlinear convergence is attained when the solution is nondegener-ate and also when the problem is linear. Numerical experiments connrm the eecacy of the proposed approach.
متن کاملImproved infeasible-interior-point algorithm for linear complementarity problems
We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...
متن کاملimproved infeasible-interior-point algorithm for linear complementarity problems
we present a modified version of the infeasible-interior- we present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by mansouri et al. (nonlinear anal. real world appl. 12(2011) 545--561). each main step of the algorithm consists of a feasibility step and several centering steps. we use a different feasibility step, which targ...
متن کاملImproved Infeasible-interior-point Algorithm for Linear Complementarity Problems
We present a modified version of the infeasible-interiorpoint algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545–561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which targets at the μ-center. It results a better iteration bound.
متن کاملAn infeasible-interior-point algorithm for linear complementarity problems
In this paper, we discuss a polynomial and Q-subquadratically convergent algorithm for linear complementarity problems that does not require feasibility of the initial point or the subsequent iterates. The algorithm is a modiication of the linearly convergent method of Zhang and requires the solution of at most two linear systems with the same coeecient matrix at each iteration.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 1996
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.21.4.815