Q-superlinear convergence of the iterates in primal–dual interior-point methods

Q-superlinear convergence of the iterates in primal–dual interior-point methods

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Article ID: iaor2003733
Country: Germany
Volume: 91
Issue: 1
Start Page Number: 99
End Page Number: 115
Publication Date: Jan 2001
Journal: Mathematical Programming
Authors:
Abstract:

Sufficient conditions are given for the Q-superlinear convergence of the iterates produced by primal–dual interior-point methods for linear complementarity problems. It is shown that those conditions are satisfied by several well known interior-point methods. In particular it is shown that the iteration sequences produced by the simplified predictor–corrector method of Gonzaga and Tapia, the simplified largest step method of Gonzaga and Bonnans, the LPF+ algorithm of Wright, the higher order methods of Wright and Zhang, Potra and Sheng, and Stoer et al. are Q-superlinearly convergent.

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