Local convergence of interior-point algorithms for degenerate monotone LCP
| Author(s) : | Renato D. C. Monteiro Stephen Wright, |
| Publisher : | N/A |
| Publication Date : | 1994 |
| ISSN : | N/A |
| 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. 1, |