Global convergence enhancement of classical linesearch interior point methods for MCPs (Q1861321)

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scientific article; zbMATH DE number 1882247
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Global convergence enhancement of classical linesearch interior point methods for MCPs
scientific article; zbMATH DE number 1882247

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    Global convergence enhancement of classical linesearch interior point methods for MCPs (English)
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    16 March 2003
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    A globally convergent interior point method is introduced which performs backtracking along a piecewise linear path. Theoretical and computational results show the effectivness of the approach.
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    complementarity problems
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    interior point methods
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    backtracking strategy
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    numerical examples
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    global convergence
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