A path-following infeasible-interior-point algorithm for linear complementarity problems
- 1 January 1993
- journal article
- research article
- Published by Taylor & Francis in Optimization Methods and Software
- Vol. 2 (2) , 79-106
- https://doi.org/10.1080/10556789308805537
Abstract
We describe an infeasible-interior-point algorithm for monotone linear complementarity problems that has polynomial complexity, global linear convergence, and local superlinear convergence with a Q-order of 2. Only one matrix factorization is required per iteration, and the analysis assumes only that a strictly complementary solution exists.Keywords
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