Fast convergence of the simplified largest step path following algorithm
نویسندگان
چکیده
منابع مشابه
Fast convergence of the simplified largest step path following algorithm
Each master iteration of a simpliied Newton algorithm for solving a system of equations starts by computing the Jacobian matrix and then uses this matrix in the computation of p Newton steps: the rst of these steps is exact, and the other are called \simpliied". In this paper we apply this approach to a large step path following algorithm for monotone linear complementarity problems. The result...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1997
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02614379