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

被引：36

作者：

Wright, S ^{[1
]}

Ralph, D ^{[1
]}

机构：

[1] UNIV MELBOURNE,DEPT MATH,PARKVILLE,VIC 3052,AUSTRALIA

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1996年 / 21卷 / 04期

关键词：

infeasible-interior-point methods; monotone nonlinear complementarity; superlinear convergence;

D O I：

10.1287/moor.21.4.815

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complementarity problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear with a strictly complementary solution. Numerical experiments confirm the efficacy of the proposed approach.

引用

页码：815 / 838

页数：24

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