Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem
نویسندگان
چکیده
منابع مشابه
Convergence of Interior Point Algorithms for the Monotone Linear Complementarity Problem
The literature on interior point algorithms shows impressive results related to the speed of convergence of the objective values, but very little is known about the convergence of the iterate sequences. This paper studies the horizontal linear complementarity problem, and derives general convergence properties for algorithms based on Newton iterations. This problem provides a simple and general...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 1996
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.21.1.1