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A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with -iteration complexity
Authors:Email author" target="_blank">Florian A?PotraEmail author
Institution:(1) University of Maryland, Baltimore County, Baltimore, MD 21250 Vereinigte Staaten von Amerika
Abstract:An interior point method for monotone linear complementarity problems acting in a wide neighborhood of the central path is presented. The method has MediaObjects/s10107-003-0472-9flb1.gif -iteration complexity and is superlinearly convergent even when the problem does not possess a strictly complementary solution. Mathematics Subject Classification (2000): 49M15, 65K05, 90C33 Work supported by the National Science Foundation under Grant No. 0139701. An erratum to this article is available at.
Keywords:linear complementarity problem  interior-point algorithm  large neighbourhood  superlinear convergence
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