A Superlinear Infeasible-Interior-Point Affine Scaling Algorithm for LCP

DOI10.1137/0806001zbMath0846.90113OpenAlexW2041976684MaRDI QIDQ4877502

Stephen J. Wright, Renato D. C. Monteiro

Publication date: 13 May 1996

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0463b13f479eac122088872779ae0475f5e853bc

zbMATH Keywords

superlinear convergencemonotone linear complementarityinfeasible-interior-point algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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