ISSN:
1573-2878
Keywords:
Interior-point algorithms
;
nonlinear P *-complementarity problems
;
polynomial complexity
;
scaled Lipschitz condition
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Two interior-point algorithms using a wide neighborhood of the central path are proposed to solve nonlinear P *-complementarity problems. The proof of the polynomial complexity of the first method requires the problem to satisfy a scaled Lipschitz condition. When specialized to monotone complementarity problems, the results of the first method are similar to those in Ref. 1. The second method is quite different from the first in that the global convergence proof does not require the scaled Lipschitz assumption. However, at each step of this algorithm, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1022606324827
