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The complexity of high-order interior-point methods for solving sufficient complementarity problems. - MaRDI portal

The complexity of high-order interior-point methods for solving sufficient complementarity problems. (Q2759585)

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scientific article; zbMATH DE number 1683555
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The complexity of high-order interior-point methods for solving sufficient complementarity problems.
scientific article; zbMATH DE number 1683555

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    15 January 2002
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    linear complementarity problem
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    sufficient matrices
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    infeasible interior point paths
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    The complexity of high-order interior-point methods for solving sufficient complementarity problems. (English)
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    The authors consider a class of infeasible interior point pahts methods for solving sufficient linear complementarity problems. The class of method considered has been shorn to be superlinear convergent with an arbitrarily high order even for degenerate problems and for problems without strict complementary solutions. The author shows that the class of methods considered needs \(O((1+k)^2n| \log \varepsilon| )\) steps to find an \(\epsilon\) solution and only \(O((1+k)\sqrt{n}| \log \varepsilon| )\) if the problems has strictly feasible points.NEWLINENEWLINEFor the entire collection see [Zbl 0970.00036].
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