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 .

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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. 
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     author = {Goran Le\v{s}aja},
     title = {Long-Step {Homogeneous} {Interior-Point} {Algorithm} for the {P*-Nonlinear} {Complementarity} {Problems}},
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     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2002_12_1_a2/}
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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/