| Date: |
1997 |
| Abstract: |
This paper provides an analysis of the polynomiality of primal-dual interior point algorithms for nonlinear complementarity problems using a wide neighborhood. A condition for the smoothness of the mapping is used, which is related to Zhu's scaled Lipschitz condition, but is also applicable to mappings that are not monotone. We show that a family of primal-dual affine scaling algorithms generates an approximate solution (given a precision (Epsilon)) of the nonlinear complementarity problem in a finite number of iterations whose order is a polynomial of n, ln(1/(Epsilon)) and a condition number. If the mapping is linear then the results in this paper coincide with the ones in Jansen et al. , SIAM Journal on Optimization 7 (1997) 126-140. . |
| Rights: |
Tots els drets reservats.  |
| Language: |
Anglès |
| Document: |
Article ; recerca ; Versió publicada |
| Subject: |
Complementarity problems ;
Interior point methods ;
Primal-dual affine scaling methods ;
Smoothness conditions ;
Polynomial-time convergence ;
Global convergence |
| Published in: |
Mathematical Programming, vol. 78 n. 3 (1997) p. 315-345, ISSN 0025-5610 |
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