Geodesic
Long-Step Homogeneous Interior-Point Algorithm for the P*-Nonlinear Complementarity Problems
Yugoslav journal of operations research, Tome 12 (2002) no. 1, p. 17 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

Voir la notice de l'article

A P* -Nonlinear Complementarity Problem as a generalization of the P* -Linear Complementarity Problem is considered. We show that the long-step version of the homogeneous self-dual interior-point algorithm could be used to solve such a problem. The algorithm achieves linear global convergence and quadratic local convergence under the following assumptions: the function satisfies a modified scaled Lipschitz condition, the problem has a strictly complementary solution, and certain submatrix of the Jacobian is nonsingular on some compact set.
Keywords: P* -nonlinear complementarity problem, homogeneous interior-point algorithm, wide neighborhood of the central path, polynomial complexity, quadratic convergence. 
@article{YJOR_2002_12_1_a2,
     author = {Goran Le\v{s}aja},
     title = {Long-Step {Homogeneous} {Interior-Point} {Algorithm} for the {P*-Nonlinear} {Complementarity} {Problems}},
     journal = {Yugoslav journal of operations research},
     pages = {17 },
     year = {2002},
     volume = {12},
     number = {1},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2002_12_1_a2/}
}
TY  - JOUR
AU  - Goran Lešaja
TI  - Long-Step Homogeneous Interior-Point Algorithm for the P*-Nonlinear Complementarity Problems
JO  - Yugoslav journal of operations research
PY  - 2002
SP  - 17 
VL  - 12
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/YJOR_2002_12_1_a2/
LA  - en
ID  - YJOR_2002_12_1_a2
ER  - 
%0 Journal Article
%A Goran Lešaja
%T Long-Step Homogeneous Interior-Point Algorithm for the P*-Nonlinear Complementarity Problems
%J Yugoslav journal of operations research
%D 2002
%P 17 
%V 12
%N 1
%U http://geodesic.mathdoc.fr/item/YJOR_2002_12_1_a2/
%G en
%F YJOR_2002_12_1_a2
Goran Lešaja. Long-Step Homogeneous Interior-Point Algorithm for the P*-Nonlinear Complementarity Problems. Yugoslav journal of operations research, Tome 12 (2002) no. 1, p. 17 . http://geodesic.mathdoc.fr/item/YJOR_2002_12_1_a2/