| Fecha: |
1997 |
| Resumen: |
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. . |
| Derechos: |
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| Lengua: |
Anglès |
| Documento: |
Article ; recerca ; Versió publicada |
| Materia: |
Complementarity problems ;
Interior point methods ;
Primal-dual affine scaling methods ;
Smoothness conditions ;
Polynomial-time convergence ;
Global convergence |
| Publicado en: |
Mathematical programming, Vol. 78, Num. 3 (09 1997) , p. 315-345, ISSN 0025-5610 |
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