The global linear convergence of an infeasible non-interior path-following algorithm for complementarity problems with uniform P -functions
作者： Song Xu
关键词: Complementarity theory 、 Complementarity (physics) 、 Smoothing 、 Interior point method 、 Mathematics 、 Numerical analysis 、 Iterated function 、 Path following algorithm 、 Mathematical optimization 、 Rate of convergence
摘要: We propose an infeasible non-interior path-following method for nonlinear complementarity problems with uniform P-functions. This is based on the smoothing techniques introduced by Kanzow. A key to our analysis introduction of a new notion neighborhood central path which suitable methods. By restricting iterates in path, we provide systematic procedure update parameter and establish global linear convergence this method. Some preliminary computational results are reported.
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