Local Convergence of Interior - Point Algorithms forDegenerate

  • Monotone LCPRenato D. C. Monteiro, Stephen WrightyApril
  • Published 1993


Most asymptotic convergence analysis of interior-point algorithms for monotone linear complementarity problems assumes that the problem is nondegenerate, that is, the solution set contains a strictly complementary solution. We investigate the behavior of these algorithms when this assumption is removed.