Article ID: | iaor19981438 |
Country: | Netherlands |
Volume: | 6 |
Issue: | 2 |
Start Page Number: | 157 |
End Page Number: | 167 |
Publication Date: | Sep 1996 |
Journal: | Computational Optimization and Applications |
Authors: | El-Bakry A.S., Tapia R.A., Zhang Y. |
Keywords: | interior point methods |
In the absence of strict complementarity, Monteiro and Wright proved that the convergence rate for a class of Newton interior-point methods for linear complementarity problems is at best linear. They also established an upper bound of 1/4 for the