A superquadratic infeasible-interior-point method for linear complementarity problems [electronic resource].
- Washington, D.C. : United States. Dept. of Energy. Office of Energy Research, 1994.
Oak Ridge, Tenn. : Distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy.
- Physical Description:
- 23 pages : digital, PDF file
- Additional Creators:
- Argonne National Laboratory
United States. Department of Energy. Office of Energy Research
United States. Department of Energy. Office of Scientific and Technical Information
- We consider a modification of a path-following infeasible-interior- point algorithm described by Wright. In the new algorithm, we attempt to improve each new iterate by reusing the coefficient matrix factors from the latest step. We show that the modified algorithm has similar theoretical global convergence properties to the earlier algorithm, while its asymptotic convergence rate can be made superquadratic by an appropriate parameter choice.
- Published through SciTech Connect.
Wright, S.; Zhang, Yin.
- Funding Information:
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