On the convergence of the iteration sequence of infeasible path following algorithms for linear complementarity problems

Mathematics of Operations Research

Volumn 22, Issue 2, 1997, Pages 378-407

  Bonnans, J Frédéric ^a   Potra, Florian A ^b  

^a INRIA ROCQUENCOURT   (France)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Infeasible central path; Interior point algorithm; Largest step algorithm; Linear complementarity problem; Predictor corrector algorithm; Shifted analytic center

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; ITERATIVE METHODS; MATHEMATICAL PROGRAMMING; PROBLEM SOLVING;

CONVEX QUADRATIC PROGRAMMING PROBLEM; HORIZONTAL LINEAR COMPLEMENTARY PROBLEM (HLCP); INTERIOR POINT METHODS;

CONVERGENCE OF NUMERICAL METHODS;

EID: 0031140626     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.22.2.378     Document Type: Article

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