On the Convergence Rate of

نویسندگان

  • S. El - Bakry
  • R. A. Tapia
  • Y. Zhang
چکیده

In the absence of strict complementarity, Monteiro and Wright 7] proved that the convergence rate for a class of Newton interior-point methods for linear complementarity problems is at best linear. They also established an upper bound of 1=4 for the Q 1-factor of the duality gap sequence when the steplengths converge to one. In the current paper, we prove that the Q 1 factor of the duality gap sequence is exactly 1=4. In addition, the convergence of the Tapia indicators is also discussed.

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تاریخ انتشار 1996