Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints
نویسندگان
چکیده
منابع مشابه
Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints
We show that an interior-point method for monotone variational inequalities exhibits superlinear convergence provided that all the standard assumptions hold except for the well-known assumption that the Jacobian of the active constraints has full rank at the solution. We show that superlinear convergence occurs even when the constant-rank condition on the Jacobian assumed in an earlier work doe...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2000
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.25.2.179.12227