论文信息 - Local convergence of interior-point algorithms for degenerate monotone LCP

Local convergence of interior-point algorithms for degenerate monotone LCP

Most asymptotic convergence analysis of interior-point algorithms for monotone linear complementarity problems assumes that the problem is nondegenerate, that is, the solution set contains a strictly complementary solution. We investigate the behavior of these algorithms when this assumption is removed.

Stephen J. Wright | Renato D. C. Monteiro | R. Monteiro

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