
doi: 10.1137/0803019
Summary: The authors extend the \(Q\)-superlinear convergence theory recently developed by \textit{Y. Zhang}, \textit{R. A. Tapia} and \textit{J. E. Dennis} [SIAM J. Optim. 2, No. 2, 304-324 (1992; Zbl 0763.90066)] for a class of interior-point linear programming algorithms to similar interior-point algorithms for quadratic programming and for linear complementarity problems. This unified approach consists of viewing all these algorithms as a damped Newton method applied to perturbations of a general problem. A set of sufficient conditions for these algorithms to achieve \(Q\)- superlinear convergence is established. The key ingredients consist of asymptotically taking the step to the boundary of the positive orthant and letting the centering parameter approach zero at a specific rate. The construction of algorithms that have both the global property of polynomiality and the local property of superlinear convergence will be the subject of further research.
Numerical mathematical programming methods, \(Q\)-superlinear convergence theory, Linear programming, Computational methods for problems pertaining to operations research and mathematical programming, interior-point linear programming algorithms, quadratic programming, damped Newton method, Quadratic programming, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), linear complementarity
Numerical mathematical programming methods, \(Q\)-superlinear convergence theory, Linear programming, Computational methods for problems pertaining to operations research and mathematical programming, interior-point linear programming algorithms, quadratic programming, damped Newton method, Quadratic programming, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), linear complementarity
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 24 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 10% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |
