A superlinear infeasibleinteriorpoint algorithm for monotone complementarity problems
Abstract
We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasibleinteriorpoint algorithm for monotone nonlinear complementary problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear. Numerical experiments confirm the efficacy of the proposed approach.
 Authors:

 Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
 Melbourne Univ., Parkville, VIC (Australia). Dept. of Mathematics
 Publication Date:
 Research Org.:
 Argonne National Lab., IL (United States)
 Sponsoring Org.:
 USDOE Office of Energy Research, Washington, DC (United States)
 OSTI Identifier:
 406125
 Report Number(s):
 MCSP3441292
ON: DE97000553
 DOE Contract Number:
 W31109ENG38
 Resource Type:
 Technical Report
 Resource Relation:
 Other Information: PBD: [1996]
 Country of Publication:
 United States
 Language:
 English
 Subject:
 99 MATHEMATICS, COMPUTERS, INFORMATION SCIENCE, MANAGEMENT, LAW, MISCELLANEOUS; NONLINEAR PROBLEMS; ALGORITHMS; CONVERGENCE; MATHEMATICAL MODELS; NUMERICAL ANALYSIS; ITERATIVE METHODS
Citation Formats
Wright, S, and Ralph, D. A superlinear infeasibleinteriorpoint algorithm for monotone complementarity problems. United States: N. p., 1996.
Web. doi:10.2172/406125.
Wright, S, & Ralph, D. A superlinear infeasibleinteriorpoint algorithm for monotone complementarity problems. United States. https://doi.org/10.2172/406125
Wright, S, and Ralph, D. Fri .
"A superlinear infeasibleinteriorpoint algorithm for monotone complementarity problems". United States. https://doi.org/10.2172/406125. https://www.osti.gov/servlets/purl/406125.
@article{osti_406125,
title = {A superlinear infeasibleinteriorpoint algorithm for monotone complementarity problems},
author = {Wright, S and Ralph, D},
abstractNote = {We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasibleinteriorpoint algorithm for monotone nonlinear complementary problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear. Numerical experiments confirm the efficacy of the proposed approach.},
doi = {10.2172/406125},
url = {https://www.osti.gov/biblio/406125},
journal = {},
number = ,
volume = ,
place = {United States},
year = {1996},
month = {11}
}
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