Superlinear Convergence of an Algorithm for Monotone Linear Complementarity Problems, When No Strictly Complementary Solution Exists

DOI10.1287/moor.24.1.72zbMath0977.90066OpenAlexW2171779877MaRDI QIDQ2757583

Jos F. Sturm

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.24.1.72

zbMATH Keywords

superlinear convergencecentral pathprimal-dual interior point methodTapia indicatorsmonotone linear complementary problem

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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