Superlinear convergence of an interior-point method for monotone variational inequalities
Conference
·
OSTI ID:220597
- Melbourne Univ., Parkville, VIC (Australia). Dept. of Mathematics
- Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
We describe an infeasible-interior-point algorithm for monotone variational inequality problems and prove that it converges globally and superlinearly under standard conditions plus a constant rank constraint qualification. The latter condition represents a generalization of the two types of assumptions made in existing superlinear analyses; namely, linearity of the constraints and linear independence of the active constraint gradients.
- Research Organization:
- Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
- Sponsoring Organization:
- USDOE, Washington, DC (United States)
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 220597
- Report Number(s):
- MCS-P--556-0196; CONF-9511178--2; ON: DE96007027
- Country of Publication:
- United States
- Language:
- English
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