Superlinear Convergence of an Algorithm for Monotone Linear Complementarity Problems, When No Strictly Complementary Solution Exists

A new predictor-corrector interior point algorithm for solving monotone linear complementarity problems (LCP) is proposed, and it is shown to be superlinearly convergent with at least order 1.5, even if the LCP has no strictly complementary solution. Unlike Mizuno's recent algorithm, the fast local convergence is attained without any need for estimating the optimal partition.

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Year of publication:	1996
Authors:	Sturm, J.F.
Institutions:	Econometrisch Instituut, Faculteit der Economische Wetenschappen
Subject:	ECONOMETRICS

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Series:	Erasmus University of Rotterdam - Econometric Institute.
Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005474876