Q-superlinear convergence of the iterates in primal-dual interior-point methods

被引：15

作者：

Potra, FA ^{[1
]}

机构：

[1] Univ Maryland Baltimore Cty, Dept Math & Stat, Baltimore, MD 21228 USA

来源：

MATHEMATICAL PROGRAMMING | 2001年 / 91卷 / 01期

关键词：

linear complementarity problem; interior-point algorithm; sufficient matrices superlinear convergence;

D O I：

10.1007/s101070100230

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Sufficient conditions are given for the Q-superlinear convergence of the iterates produced by primal-dual interior-point methods for linear complementarity problems. It is shown that those conditions are satisfied by several well known interior-point methods. In particular it is shown that the iteration sequences produced by the simplified predictor-corrector method of Gonzaga and Tapia, the simplified largest step method of Gonzaga and Bonnans, the LPF+ algorithm of Wright, the higher order methods of Wright and Zhang. Potra and Sheng, and Stoer, Wechs and Mizuno are Q-superlinearly convergent.

引用

页码：99 / 115

页数：17

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