Journal article
On quadratic and $$O\left( {\sqrt {nL} } ight)$$ convergence of a predictor—corrector algorithm for LCP
Mathematical programming, Vol.62(1-3), pp.537-551
02/1993
DOI: 10.1007/BF01585182
Abstract
Recently several new results have been developed for the asymptotic (local) convergence of polynomial-time interior-point algorithms. It has been shown that the predictor-corrector algorithm for linear programming (LP) exhibits asymptotic quadratic convergence of the primal-dual gap to zero, without any assumptions concerning nondegeneracy, or the convergence of the iteration sequence. In this paper we prove a similar result for the monotone linear complementarity problem (LCP), assuming only that a strictly complementary solution exists. We also show by example that the existence of a strictly complementarity solution appears to be necessary to achieve superlinear convergence for the algorithm. © 1993 The Mathematical Programming Society, Inc.
Details
- Title: Subtitle
- On quadratic and $$O\left( {\sqrt {nL} } ight)$$ convergence of a predictor—corrector algorithm for LCP
- Creators
- Yinyu Ye - University of IowaKurt Anstreicher - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Mathematical programming, Vol.62(1-3), pp.537-551
- DOI
- 10.1007/BF01585182
- ISSN
- 0025-5610
- eISSN
- 1436-4646
- Language
- English
- Date published
- 02/1993
- Academic Unit
- Business Analytics; Industrial and Systems Engineering; Computer Science
- Record Identifier
- 9984380456502771
Metrics
1 Record Views