A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
نویسندگان
چکیده
We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complemen-tarity problems. Superlinear convergence is attained when the solution is nondegener-ate and also when the problem is linear. Numerical experiments connrm the eecacy of the proposed approach.
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ورودعنوان ژورنال:
- Math. Oper. Res.
دوره 21 شماره
صفحات -
تاریخ انتشار 1996