A superlinear infeasible-interior-point algorithm for monotone complementarity problems
- Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
- Melbourne Univ., Parkville, VIC (Australia). Dept. of Mathematics
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.
- Research Organization:
- Argonne National Lab., IL (United States)
- Sponsoring Organization:
- USDOE Office of Energy Research, Washington, DC (United States)
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 406125
- Report Number(s):
- MCS-P--344-1292; ON: DE97000553
- Country of Publication:
- United States
- Language:
- English
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