Quadratic Convergence of a Long-Step Interior-Point Method for Nonlinear Monotone Variational Inequality Problems

J. Sun and G. Y. Zhao
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J. Sun: National University of Singapore
G. Y. Zhao: National University of Singapore

Journal of Optimization Theory and Applications, 1998, vol. 97, issue 2, No 11, 491 pages

Abstract: Abstract This paper offers an analysis on a standard long-step primal-dual interior-point method for nonlinear monotone variational inequality problems. The method has polynomial-time complexity and its q-order of convergence is two. The results are proved under mild assumptions. In particular, new conditions on the invariance of the rank and range space of certain matrices are employed, rather than restrictive assumptions like nondegeneracy.

Keywords: Interior-point methods; monotone variational inequality problems; rate of convergence (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022691020204

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