| Article ID: | iaor20041216 |
| Country: | United States |
| Volume: | 21 |
| Issue: | 4 |
| Start Page Number: | 815 |
| End Page Number: | 838 |
| Publication Date: | Nov 1996 |
| Journal: | Mathematics of Operations Research |
| Authors: | Wright S., Ralph D. |
| Keywords: | programming: nonlinear, programming: convex |
We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complementarity problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear with a strictly complementary solution. Numerical experiments confirm the efficacy of the proposed approach.