A superquadratic infeasible-interior-point method for linear complementarity problems
- 8 February 1994
- report
- Published by Office of Scientific and Technical Information (OSTI)
Abstract
We consider a modification of a path-following infeasible-interior- point algorithm described by Wright. In the new algorithm, we attempt to improve each new iterate by reusing the coefficient matrix factors from the latest step. We show that the modified algorithm has similar theoretical global convergence properties to the earlier algorithm, while its asymptotic convergence rate can be made superquadratic by an appropriate parameter choice.Keywords
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