Long step homogeneous interior point algorithm for the p* nonlinear complementarity problems
A P*-Nonlinear Complementarity Problem as a generalization of the P*-Linear Complementarity Problem is considered. We show that the long-step version of the homogeneous self-dual interior-point algorithm could be used to solve such a problem. The algorithm achieves linear global convergence and quad...
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| Format: | Article |
| Language: | English |
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University of Belgrade
2002-01-01
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| Series: | Yugoslav Journal of Operations Research |
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| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2002/0354-02430201017L.pdf |