(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
-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.