A superquadratic infeasible-interior-point method for linear complementarity problems
نویسندگان
چکیده
منابع مشابه
A superquadratic infeasible-interior-point method for linear complementarity problems
We consider a modiication of a path-following infeasible-interior-point algorithm described by Wright. In the new algorithm, we attempt to improve each major iterate by reusing the coeecient matrix factors from the latest step. We show that the modiied algorithm has similar theoretical global convergence properties to those of the earlier algorithm, while its asymptotic convergence rate can be ...
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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...
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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...
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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.
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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.
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1996
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02592215