Superlinear convergence of an interior-point method despite dependent constraints (Q2757630)
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scientific article; zbMATH DE number 1677127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superlinear convergence of an interior-point method despite dependent constraints |
scientific article; zbMATH DE number 1677127 |
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26 November 2001
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interior-point method
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monotone variational inequalities
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superlinear convergence
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Superlinear convergence of an interior-point method despite dependent constraints (English)
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We show that an interior-point method for monotone variational inequalities exhibits superlinear convergence provided that all the standard assumptions hold except for the well-known assumption that the Jacobian of the active constraints has full rank at the solution. We show that superlinear convergence occurs even when the constant-rank condition on the Jacobian assumed in an earlier work does not hold.
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