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1996•Mathematics of Operations ResearchRequires access

A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems

Stephen J. Wright, Daniel Ralph

Open publisher page 48 citations

Abstract

We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complementarity problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear with a strictly complementary solution. Numerical experiments confirm the efficacy of the proposed approach.

About this research paper

What this paper is about

We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complementarity problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear with a strictly complementary solution. Numerical experiments confirm the efficacy of the proposed approach.

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OpenAlex reports 48 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complementarity problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear with a strictly complementary solution. Numerical experiments confirm the efficacy of the proposed approach.

Key concepts: Mathematics, Monotone polygon, Interior point method, Complementarity (molecular biology), Nonlinear complementarity problem, Mathematical optimization, Linear complementarity problem, Complementarity theory

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