Superlinear convergence of an interior-point method for monotone variational inequalities

Conference · Wed Jan 03 00:00:00 EST 1996

OSTI ID:220597

Ralph, D ^[1]; Wright, S ^[2]

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1. Melbourne Univ., Parkville, VIC (Australia). Dept. of Mathematics
2. 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
• Resource Relation: Conference: International conference on complementarity problems, Baltimore, MD (United States), 1-4 Nov 1995; Other Information: PBD: 3 Jan 1996
• Country of Publication: United States
• Language: English

Related Subjects

99 MATHEMATICS
COMPUTERS
INFORMATION SCIENCE
MANAGEMENT
LAW
MISCELLANEOUS
CONVERGENCE
ALGORITHMS
NONLINEAR PROBLEMS
MATRICES
MATHEMATICS
SUPERCONVERGENCE RELATIONS