Long-step homogeneous interior-point algorithm for the P*-nonlinear complementarity problems

  • G. Lešaja

Abstract

A P*-Nonlinear Complementarity Problem as a generalization of the P*Linear Complementarity Problem is considered. We show that the long-step version of the homogeneous self-dual interior-point algorithm could be used to solve such a problem. The algorithm achieves linear global convergence and quadratic local convergence under the following assumptions: the function satisfies a modified scaled Lipschitz condition, the problem has a strictly complementary solution, and certain submatrix of the Jacobian is nonsingular on some compact set.
Published
2016-10-11
How to Cite
LEŠAJA, G.. Long-step homogeneous interior-point algorithm for the P*-nonlinear complementarity problems. Yugoslav Journal of Operations Research, [S.l.], v. 12, n. 1, oct. 2016. ISSN 2334-6043. Available at: <https://yujor.fon.bg.ac.rs/index.php/yujor/article/view/181>. Date accessed: 06 dec. 2024.

Most read articles by the same author(s)

Obs.: This plugin requires at least one statistics/report plugin to be enabled. If your statistics plugins provide more than one metric then please also select a main metric on the admin's site settings page and/or on the journal manager's settings pages.