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

Sufficient conditions are given for the Q-superlinear convergence of the it erates produced by primal-dual interior-point methods for linear complement arity problems. It is shown that those conditions are satisfied by several well known interior-point methods. In particular it is shown that the itera tion sequences produced by the simplified predictor-corrector method of Gon zaga 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, Wechs and Mizuno are Q-superlinearly convergen t.