| Fecha: |
1997 |
| Resumen: |
Path-following algorithms take at each iteration a Newton step for approaching a point on the central path, in such a way that all the iterates remain in a given neighborhood of that path. This paper studies the case in which each iteration uses a pure Newton step with the largest possible reduction in complementarity measure (duality gap). This algorithm is known to converge superlinearly in objective values. We show that with the addition of a computationally trivial safeguard it achieves Q-quadratic convergence, and show that this behaviour cannot be proved by usual techniques for the original method. . |
| Derechos: |
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| Lengua: |
Anglès |
| Documento: |
Article ; recerca ; Versió publicada |
| Materia: |
Linear complementarity problem ;
Primal-dual interior-point algorithm ;
Convergence of algorithms |
| Publicado en: |
Mathematical Programming, vol. 76 n. 2 (1997) p. 309-332, ISSN 0025-5610 |
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