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Title: Superlinear convergence of an interior-point method despite dependent constraints.

Abstract

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.

Authors:
; ; ;
Publication Date:
Research Org.:
Argonne National Lab. (ANL), Argonne, IL (United States)
Sponsoring Org.:
ER
OSTI Identifier:
937949
Report Number(s):
MCS-P622-1196
TRN: US200905%%608
DOE Contract Number:  
DE-AC02-06CH11357
Resource Type:
Journal Article
Journal Name:
Math. Oper. Res.
Additional Journal Information:
Journal Volume: 25; Journal Issue: 2 ; May 2000
Country of Publication:
United States
Language:
ENGLISH
Subject:
97; 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; CONVERGENCE; JACOBIAN FUNCTION; MATHEMATICS

Citation Formats

Ralph, D., Wright, S., Mathematics and Computer Science, and Univ. of Melbourne. Superlinear convergence of an interior-point method despite dependent constraints.. United States: N. p., 2000. Web. doi:10.1287/moor.25.2.179.12227.
Ralph, D., Wright, S., Mathematics and Computer Science, & Univ. of Melbourne. Superlinear convergence of an interior-point method despite dependent constraints.. United States. doi:10.1287/moor.25.2.179.12227.
Ralph, D., Wright, S., Mathematics and Computer Science, and Univ. of Melbourne. Mon . "Superlinear convergence of an interior-point method despite dependent constraints.". United States. doi:10.1287/moor.25.2.179.12227.
@article{osti_937949,
title = {Superlinear convergence of an interior-point method despite dependent constraints.},
author = {Ralph, D. and Wright, S. and Mathematics and Computer Science and Univ. of Melbourne},
abstractNote = {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.},
doi = {10.1287/moor.25.2.179.12227},
journal = {Math. Oper. Res.},
number = 2 ; May 2000,
volume = 25,
place = {United States},
year = {2000},
month = {5}
}