Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity

@article{Stoer1998InfeasibleinteriorpointPF,
title={Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity},
author={Josef Stoer and Martin Wechs},
journal={Math. Program.},
year={1998},
volume={83},
pages={407-423}
}

In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle et al. (R.W. Cottle, J.-S. Pang, Venkateswaran, Linear Algebra Appl. 114/115 (1989) 231-249). We show that these paths converge to a central point of the set of solutions. It is also shownâ€¦Â CONTINUE READING