Title
High Order Infeasible-Interior-Point Methods for Solving Sufficient Linear Complementarity Problems
Abstract
In this paper we develop systematically infeasible-interior-point methods of arbitrarily high order for solving horizontal linear complementarity problems that are sufficient in the sense ofCottle, Pang and Venkateswaran (1989). The results apply to degenerate problems and problem shaving no strictly complementary solution. Variants of these methods are described that eventually avoid recentering steps, and for which all components of the approximate solutions converge superlinearly at a high order, and other variants which even terminate with a solution of the complementarity problem after finitely many steps.
Year
DOI
Venue
1998
10.1287/moor.23.4.832
Math. Oper. Res.
Keywords
DocType
Volume
complementarity problem,sufficient linear complementarity problems,problem shaving,approximate solution,systematically infeasible-interior-point method,complementary solution,recentering step,converge superlinearly,high order infeasible-interior-point methods,sense ofcottle,horizontal linear complementarity problem,high order
Journal
23
Issue
ISSN
Citations 
4
0364-765X
31
PageRank 
References 
Authors
1.80
9
3
Name
Order
Citations
PageRank
J. Stoer115551.88
Martin Wechs2926.99
Shinji Mizuno3792153.37