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: | Wright S.J., Monteiro R.D.C. |
Keywords: | duality |
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