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.

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.

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