A Superlinearly Convergent Infeasible-interior-point Algorithm for Degenerate Lcp

@inproceedings{Potra1995ASC,
  title={A Superlinearly Convergent Infeasible-interior-point Algorithm for Degenerate Lcp},
  author={Florian A. Potra and Rongqin Shengy},
  year={1995}
}
A large-step infeasible path-following method is proposed for solving general linear complementarity problems with suucient matrices. If the problem has a solution the algorithm is superlinearly convergent from any positive starting points, even for degenerate problems. The algorithm generates points in a large neighborhood of the central path. Each iteration requires only one matrix factorization and at most three (asymptotically only two) backsolves. It has been recently proved that any… CONTINUE READING

From This Paper

Figures, tables, results, connections, and topics extracted from this paper.
7 Extracted Citations
13 Extracted References
Similar Papers

Referenced Papers

Publications referenced by this paper.
Showing 1-10 of 13 references

On Q-order and R-order of convergence

  • F. A. Potra
  • Journal of Optimization Theory and Applications,
  • 1989
Highly Influential
10 Excerpts

Su cient matrices and the linear complementarity problem

  • R. W. Cottle, J.-S. Pang, V. Venkateswaran
  • Linear Algebra and Its Applications,
  • 1989
Highly Influential
3 Excerpts

Similar Papers

Loading similar papers…