Abstract.
We propose an infeasible non-interior path-following method for nonlinear complementarity problems with uniform P-functions. This method is based on the smoothing techniques introduced by Kanzow. A key to our analysis is the introduction of a new notion of neighborhood for the central path which is suitable for infeasible non-interior path-following methods. By restricting the iterates in the neighborhood of the central path, we provide a systematic procedure to update the smoothing parameter and establish the global linear convergence of this method. Some preliminary computational results are reported.
Similar content being viewed by others
Author information
Authors and Affiliations
Additional information
Received: March 13, 1997 / Accepted: December 17, 1999¶Published online February 23, 2000
Rights and permissions
About this article
Cite this article
Xu, S. The global linear convergence of an infeasible non-interior path-following algorithm for complementarity problems with uniform P-functions. Math. Program. 87, 501–517 (2000). https://doi.org/10.1007/s101070050009
Issue Date:
DOI: https://doi.org/10.1007/s101070050009