Abstract
This paper presents an infeasible-interior-point algorithm for a class of nonmonotone complementarity problems, and analyses its convergence and computational complexity. The results indicate that the proposed algorithm is a polynomial-time one.
Similar content being viewed by others
References
Andersen, E. D., Ye, Y., On homogeneous algorithm for the monotone complementarity problem, Mathematical Programming, 1999, 84(2): 375.
Wright, S., Ralph, D., A supperlinear infeasible-interior-point algorithm for monotone complementarity problems, Mathematics of Operations Research, 1996, 24(4): 815.
Kojima, M., Noma, T., Yoshise, A., Global convergence in infeasible-interior-point algorithms, Mathematical Programming, 1994, 65(1): 43.
Kojima, M., Megiddo, N., Noma, T., A new continuation method for complementarity problems with uniform p-functions, Mathematical Programming, 1989, 43(l): 107.
Kojima, M., Megiddo, N., Mizuno, S., A general framework of continuation method for complementarity problems, Mathematics of Operations Research, 1993, 18(4): 945.
More, J., Rheinboldt, W., On P- and S-functions and related classes of n-dimensional nonlinear mappings, Linear Algebra and Its Applications, 1973, 6(1): 45.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
He, S., Xu, C. Infeasible-interior-point algorithm for a class of nonmonotone complementarity problems and its computational complexity. Sci. China Ser. A-Math. 44, 338–344 (2001). https://doi.org/10.1007/BF02878714
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF02878714