A superlinear infeasible-interior-point algorithm for monotone complementarity problems

Mathematics of Operations Research

Volumn 21, Issue 4, 1996, Pages 815-838

  Wright, Stephen ^a   Ralph, Daniel ^b  

^a ARGONNE NATIONAL LABORATORY   (United States)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Infeasible interior point methods; Monotone nonlinear complementarity; Superlinear convergence

Indexed keywords

COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; LINEARIZATION; MATHEMATICAL MODELS; PROBLEM SOLVING;

INFEASIBLE INTERIOR POINT ALGORITHM; MONOTONE NONLINEAR COMPLEMENTARITY PROBLEMS;

ALGORITHMS;

EID: 0030282790     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.21.4.815     Document Type: Article

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