Abstract
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.
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The work of this author was based on research supported by the National Science Foundation under grant DDM-9109404 and the Office of Naval Research under grant N00014-93-1-0234.
The work of this author was based on research supported by the Office of Scientific Computing, U.S. Department of Energy, under Contract W-31-109-Eng-38.
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Monteiro, R.D.C., Wright, S.J. Local convergence of interior-point algorithms for degenerate monotone LCP. Comput Optim Applic 3, 131–155 (1994). https://doi.org/10.1007/BF01300971
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DOI: https://doi.org/10.1007/BF01300971