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

  title={A Superlinearly Convergent Infeasible-interior-point Algorithm for Degenerate Lcp},
  author={Florian A. Potra and Rongqin Shengy},
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

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