An infeasible-interior-point algorithm for linear complementarity problems

@article{Wright1994AnIA,
  title={An infeasible-interior-point algorithm for linear complementarity problems},
  author={Stephen J. Wright},
  journal={Math. Program.},
  year={1994},
  volume={67},
  pages={29-51}
}
In this paper, we discuss a polynomial and Q-subquadratically convergent algorithm for linear complementarity problems that does not require feasibility of the initial point or the subsequent iterates. The algorithm is a modiication of the linearly convergent method of Zhang and requires the solution of at most two linear systems with the same coeecient… CONTINUE READING

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