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Title: A superlinear infeasible-interior-point algorithm for monotone complementarity problems

Abstract

We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point 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:
 [1];  [2]
  1. Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
  2. 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):
MCS-P-344-1292
ON: DE97000553
DOE Contract Number:  
W-31109-ENG-38
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 infeasible-interior-point algorithm for monotone complementarity problems. United States: N. p., 1996. Web. doi:10.2172/406125.
Wright, S, & Ralph, D. A superlinear infeasible-interior-point algorithm for monotone complementarity problems. United States. https://doi.org/10.2172/406125
Wright, S, and Ralph, D. Fri . "A superlinear infeasible-interior-point 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 infeasible-interior-point 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 infeasible-interior-point 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}
}