A superquadratic infeasible-interior-point method for linear complementarity problems
نویسندگان
چکیده
We consider a modiication of a path-following infeasible-interior-point algorithm described by Wright. In the new algorithm, we attempt to improve each major iterate by reusing the coeecient matrix factors from the latest step. We show that the modiied algorithm has similar theoretical global convergence properties to those of the earlier algorithm, while its asymptotic convergence rate can be made superquadratic by an appropriate parameter choice.
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ورودعنوان ژورنال:
- Math. Program.
دوره 73 شماره
صفحات -
تاریخ انتشار 1996