On the existence and convergence of the central path for convex programming
Conference
·
OSTI ID:36296
Most asymptotic convergence analysis of interior-point algorithms for monotone linear complementarily 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. We show that a large class of infeasible-interior point algorithms can not achieve superlinear convergence when the LCP is degenerate. We also give a feasible interior-point algorithm for degenerate monotone LCP with a reasonable linear rate, depending on the {open_quotes}size{close_quotes} of the degeneracy.
- OSTI ID:
- 36296
- Report Number(s):
- CONF-9408161-; TRN: 94:009753-0630
- Resource Relation:
- Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
- Country of Publication:
- United States
- Language:
- English
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