Quadratic Convergence of a Long-Step Interior-Point Method for Nonlinear Monotone Variational Inequality Problems |
| |
| Authors: | Sun J Zhao G Y |
| |
| Institution: | (1) Department of Decision Sciences, National University of Singapore, Kent Ridge, Republic of Singapore;(2) Department of Mathematics, National University of Singapore, Kent Ridge, Republic of Singapore |
| |
| Abstract: | This paper offers an analysis on a standard long-step primal-dual interior-point method for nonlinear monotone variational inequality problems. The method has polynomial-time complexity and its q-order of convergence is two. The results are proved under mild assumptions. In particular, new conditions on the invariance of the rank and range space of certain matrices are employed, rather than restrictive assumptions like nondegeneracy. |
| |
| Keywords: | Interior-point methods monotone variational inequality problems rate of convergence |
| 本文献已被 SpringerLink 等数据库收录！ |
|
