SUPERLINEAR PRIMAL-DUAL AFFINE SCALING ALGORITHMS FOR LCP

Authors
MONTEIRO RDC WRIGHT SJ
Citation
Rdc. Monteiro et Sj. Wright, SUPERLINEAR PRIMAL-DUAL AFFINE SCALING ALGORITHMS FOR LCP, Mathematical programming, 69(2), 1995, pp. 311-333
Citations number
23
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
69
Issue
2
Year of publication
1995
Pages
311 - 333
Database
ISI
SICI code
0025-5610(1995)69:2<311:SPASAF>2.0.ZU;2-H
Abstract
We describe an interior-point algorithm for monotone linear complement arity problems in which primal-dual affine scaling is used to generate the search directions. The algorithm is shown to have global and supe rlinear convergence with Q-order up to (but not including) two. The te chnique is shown to be consistent with a potential-reduction algorithm , yielding the first potential-reduction algorithm that is both global ly and superlinearly convergent.