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|Title:||On the rate of local convergence of high-order-infeasible-path-following algorithms for P*-linear complementarity problems|
|Authors:||Zhao, G. |
|Citation:||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|
|Appears in Collections:||Staff Publications|
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