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.
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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 athttp://dx.doi.org/10.1007/s10107-006-0023-2.
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Potra, F. A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with -iteration complexity. Math. Program., Ser. A 100, 317–337 (2004). https://doi.org/10.1007/s10107-003-0472-9
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DOI: https://doi.org/10.1007/s10107-003-0472-9