Superlinear primal-dual affine scaling algorithms for LCP
نویسندگان
چکیده
We describe an interior-point algorithm for monotone linear complementarity problems in which primal-dual affine scaling is used to generate the search directions. The algorithm is shown to have global and superlinear convergence with Q-order up to (but not including) two. The technique is shown to be consistent with a potential-reduction algorithm, yielding the first potential-reduction algorithm that is both globally and superlinearly convergent.
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ورودعنوان ژورنال:
- Math. Program.
دوره 69 شماره
صفحات -
تاریخ انتشار 1995