An infeasible-interior-point algorithm for linear complementarity problems |
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| Authors: | Stephen J. Wright |
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| Affiliation: | (1) Mathematics and Computer Science Division, Argonne National Laboratory, 9700 South Cass Avenue, 60439 Argonne, Illinois, USA |
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| Abstract: | We modify the algorithm of Zhang to obtain anO(n2L) infeasible-interior-point algorithm for monotone linear complementarity problems that has an asymptoticQ-subquadratic convergence rate. The algorithm requires the solution of at most two linear systems with the same coefficient matrix at each iteration.This research was supported by the Office of Scientific Computing, U.S. Department of Energy, under Contract W-31-109-Eng-38. |
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| Keywords: | Infeasible-interior-point methods Linear complementarity problems Q-subquadratic convergence |
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