Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/45068
Title: On the rate of local convergence of high-order-infeasible-path-following algorithms for P*-linear complementarity problems
Authors: Zhao, G. 
Sun, J. 
Issue Date: 1999
Source: Zhao, G.,Sun, J. (1999). On the rate of local convergence of high-order-infeasible-path-following algorithms for P*-linear complementarity problems. Computational Optimization and Applications 14 (3) : 293-307. ScholarBank@NUS Repository.
Abstract: A simple and unified analysis is provided on the rate of local convergence for a class of high-order-infeasible-path-following algorithms for the P*-linear complementarity problem (P*-LCP). It is shown that the rate of local convergence of a ν-order algorithm with a centering step is ν+1 if there is a strictly complementary solution and (ν+1)/2 otherwise. For the ν-order algorithm without the centering step the corresponding rates are ν and ν/2, respectively. The algorithm without a centering step does not follow the fixed traditional central path. Instead, at each iteration, it follows a new analytic path connecting the current iterate with an optimal solution to generate the next iterate. An advantage of this algorithm is that it does not restrict iterates in a sequence of contracting neighborhoods of the central path.
Source Title: Computational Optimization and Applications
URI: http://scholarbank.nus.edu.sg/handle/10635/45068
ISSN: 09266003
Appears in Collections:Staff Publications

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