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

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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 },
     publisher = {mathdoc},
     volume = {12},
     number = {1},
     year = {2002},
     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
PB  - mathdoc
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
%I mathdoc
%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/