A superquadratic infeasible-interior-point method for linear complementarity problems | Zendy

Stephen J. Wright | Zendy; Yin Zhang | Zendy

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A superquadratic infeasible-interior-point method for linear complementarity problems

Author(s) -

Stephen J. Wright,

Yin Zhang

Publication year - 1994

Publication title -

osti oai (u.s. department of energy office of scientific and technical information)

Language(s) - English

Resource type - Reports

DOI - 10.2172/432433

Subject(s) - interior point method , complementarity (molecular biology) , linear complementarity problem , mathematical optimization , mixed complementarity problem , mathematics , convergence (economics) , reuse , rate of convergence , complementarity theory , point (geometry) , algorithm , computer science , nonlinear system , geometry , ecology , channel (broadcasting) , computer network , genetics , physics , economic growth , quantum mechanics , economics , biology

We consider a modification of a path-following infeasible-interior- point algorithm described by Wright. In the new algorithm, we attempt to improve each new iterate by reusing the coefficient matrix factors from the latest step. We show that the modified algorithm has similar theoretical global convergence properties to the earlier algorithm, while its asymptotic convergence rate can be made superquadratic by an appropriate parameter choice

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