Document Type
Article
Publication Date
10-11-2002
Publication Title
Yugoslav Journal of Operations Research
ISSN
2334-6043
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.
Recommended Citation
Lesaja, Goran.
2002.
"Long-Step Homogeneous Interior-Point Method for P*-Nonlinear Complementarity Problem."
Yugoslav Journal of Operations Research, 12 (1): 17-48.
source: http://yujor.fon.bg.ac.rs/index.php/yujor/article/view/181
https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/578
Comments
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. This journal provides immediate open access to its content on the principle that making research freely available to the public supports a greater global exchange of knowledge. This article was retrieved from the Yugoslav Journal of Operations Research.