Long-Step Homogeneous Interior-Point Method for P*-Nonlinear Complementarity Problem

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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 languageAmerican English
JournalYugoslav Journal of Operations Research
Volume12
StatePublished - Oct 11 2002

Keywords

  • Homogeneous
  • Interior-Point Method
  • Nonlinear Complementarity Problem

DC Disciplines

  • Education
  • Mathematics

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