A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with $O(\sqrt{n}L)$-iteration complexity

Florian A. Potra

An interior point method for monotone linear complementarity problems acting in a wide neighborhood of the central path is presented. The method has $O(\sqrt{n}L)$-iteration complexity and is superlinearly convergent even when the problem does not possess a strictly complementary solution.

Preprint, UMBC, April 2001

Contact: potra@math.umbc.edu


 [DVI]  [PS]  [IP PAGE]  [SEARCH AGAIN]