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.
Original language | American English |
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Journal | Yugoslav Journal of Operations Research |
Volume | 12 |
State | Published - Oct 11 2002 |
Keywords
- Homogeneous
- Interior-Point Method
- Nonlinear Complementarity Problem
DC Disciplines
- Education
- Mathematics