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首页> 外文期刊>Mathematical Programming >A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with O(root nL)-iteration complexity
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A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with O(root nL)-iteration complexity

机译:O(根nL)迭代复杂度的中心路径宽邻域中退化LCP的超线性收敛预测器-校正器方法

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摘要

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.
机译:提出了一种在中心路径的较宽邻域内作用的单调线性互补问题的内点方法。该方法具有迭代复杂性,并且即使问题不具有严格的互补解,也具有超线性收敛性。

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