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| Home > Articles > Published articles > Fast convergence of the simplified largest step path following algorithm |
| Date: | 1997 |
| Abstract: | Each master iteration of a simplified Newton algorithm for solving a system of equations starts by computing the Jacobian matrix and then uses this matrix in the computation of p Newton steps: the first of these steps is exact, and the other are called "simplified". In this paper we apply this approach to a large step path following algorithm for monotone linear complementarity problems. The resulting method generates sequences of objective values (duality gaps) that converge to zero with Q-order p + 1 in the number of master iterations, and with a complexity of O(V~nL) iterations. |
| Rights: | Tots els drets reservats.  |
| Language: | Anglès |
| Document: | Article ; recerca ; Versió publicada |
| Subject: | Linear complementarity problem ; Primal-dual interior-point algorithm ; Convergence of algorithms ; Simplified Newton method |
| Published in: | Mathematical Programming, vol. 76 n. 1 (1997) p. 95-115, ISSN 0025-5610 |
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