A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with *-iteration complexity

  • Authors:
  • Florian A. Potra

  • Affiliations:
  • Baltimore County

  • Venue:
  • Mathematical Programming: Series A and B
  • Year:
  • 2004

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Abstract

An interior point method for monotone linear complementarity problems acting in a wide neighborhood of the central path is presented. The method has *-iteration complexity and is superlinearly convergent even when the problem does not possess a strictly complementary solution.