Fast convergence of the simplified largest step path following algorithm

Mathematical Programming, Series B

Volumn 76, Issue 1, 1997, Pages 95-115

  Gonzaga, Clovis C ^a   Bonnans, J Frédéric ^b  

^a FEDERAL UNIVERSITY OF SANTA CATARINA   (Brazil)

^b INRIA ROCQUENCOURT   (France)

Author keywords

Convergence of algorithms; Linear complementarity problem; Primal dual interior point algorithm; Simplified Newton method

Indexed keywords

EID: 0041545415     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02614379     Document Type: Article

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