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A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
Stephen Wright, Daniel Ralph
Source abstract
We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complementarity problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear with a strictly complementary solution. Numerical experiments confirm the efficacy of the proposed approach.
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