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