Local convergence of interior-point algorithms for degenerate monotone LCP
نویسندگان
چکیده
Most asymptotic convergence analysis of interior-point algorithms for monotone linear complementarity problems assumes that the problem is nondegenerate, that is, the solution set contains a strictly complementary solution. We investigate the behavior of these algorithms when this assumption is removed.
منابع مشابه
A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P[sub 0] LCPs
Based on the concept of the regularized central path, a new non-interior-point path-following algorithm is proposed for solving the P0 linear complementarity problem (P0 LCP). The condition ensuring the global convergence of the algorithm for P0 LCPs is weaker than most previously used ones in the literature. This condition can be satisfied even when the strict feasibility condition, which has ...
متن کاملTapia Indicators and Nite Termination of Infeasible{interior{point Methods for Degenerate Lcp
The convergence of the Tapia indicators for infeasible{interior{point methods for solving degenerate linear complementarity problems is investigated. A new estimate of the rate of convergence of the Tapia indicators for the indices where both primal and dual variables vanish in the solution is obtained, showing that Tapia indicators for these indices converge slower than for other indices. Use ...
متن کاملA Large-Step Infeasible-Interior-Point Method for the P*-Matrix LCP
A large-step infeasible-interior-point method is proposed for solving P∗(κ)-matrix linear complementarity problems. It is new even for monotone LCP. The algorithm generates points in a large neighborhood of an infeasible central path. Each iteration requires only one matrix factorization. If the problem is solvable, then the algorithm converges from arbitrary positive starting points. The compu...
متن کاملA Superlinear Infeasible-Interior-Point Affine Scaling Algorithm for LCP
We present an infeasible-interior-point algorithm for monotone linear complementarity problems in which the search directions are affine scaling directions and the step lengths are obtained from simple formulae that ensure both global and superlinear convergence. By choosing the value of a parameter in appropriate ways, polynomial complexity and convergence with Q-order up to (but not including...
متن کاملSuperlinear primal-dual affine scaling algorithms for LCP
We describe an interior-point algorithm for monotone linear complementarity problems in which primal-dual affine scaling is used to generate the search directions. The algorithm is shown to have global and superlinear convergence with Q-order up to (but not including) two. The technique is shown to be consistent with a potential-reduction algorithm, yielding the first potential-reduction algori...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Comp. Opt. and Appl.
دوره 3 شماره
صفحات -
تاریخ انتشار 1994