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.
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/
@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/}
}