Superlinear convergence of an interior-point method despite dependent constraints.
Journal Article
·
· Math. Oper. Res.
We show that an interior-point method for monotone variational inequalities exhibits superlinear convergence provided that all the standard assumptions hold except for the well-known assumption that the Jacobian of the active constraints has full rank at the solution. We show that superlinear convergence occurs even when the constant-rank condition on the Jacobian assumed in an earlier work does not hold.
- Research Organization:
- Argonne National Laboratory (ANL)
- Sponsoring Organization:
- ER
- DOE Contract Number:
- AC02-06CH11357
- OSTI ID:
- 937949
- Report Number(s):
- MCS-P622-1196
- Journal Information:
- Math. Oper. Res., Journal Name: Math. Oper. Res. Journal Issue: 2 ; May 2000 Vol. 25
- Country of Publication:
- United States
- Language:
- ENGLISH
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