Limiting behavior of the derivatives of certain trajectories associated with a monotone horizontal linear complementarity problem

Mathematics of Operations Research

Volumn 21, Issue 4, 1996, Pages 793-814

  Monteiro, R D C ^a   Tsuchiya, T ^b  

^a Georgia Institute of Technology   (United States)

^b INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Affine scaling algorithm; Continuous trajectories; Existence results; Horizontal LCP; Interior point methods; Limiting behavior; Monotone linear complementarity problems

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; LINEARIZATION; MATRIX ALGEBRA; NONLINEAR EQUATIONS; PARAMETER ESTIMATION;

HORIZONTAL LINEAR COMPLEMENTARY PROBLEM (HLCP);

OPERATIONS RESEARCH;

EID: 0030282488     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.21.4.793     Document Type: Article

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