Superlinear primal-dual affine scaling algorithms for LCP

Superlinear primal-dual affine scaling algorithms for LCP

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Article ID: iaor19971086
Country: Netherlands
Volume: 69
Issue: 2
Start Page Number: 311
End Page Number: 333
Publication Date: Aug 1995
Journal: Mathematical Programming (Series A)
Authors: ,
Keywords: duality
Abstract:

The authors describe an interior-point algorithm for monotone liner complementarity problems in which primal-dual affine scaling is used to generate the search directions. The algorithm is shown to have global and superlinear convergence with Q-order up to (but not including) two. The technique is shown to be consistent with a potential-reduction algorithm, yielding the first potential-reduction algorithm that is both globally and superlinearly convergent.

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