Abstract
Recently, Ye et al. proved that the predictor-corrector method proposed by Mizuno et al. maintains O(√n L)-iteration complexity while exhibiting the quadratic convergence of the dual gap to zero under very mild conditions. This impressive result becomes the best-known in the interior point methods. In this paper, we modify the predictor-corrector method and then extend it to solving the nonlinear complementarity problem. We prove that the new method has a (√n log(1/ε))-iteration complexity while maintaining the quadratic asymptotic convergence.
Original language | English (US) |
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Pages (from-to) | 321-328 |
Number of pages | 8 |
Journal | Acta Mathematicae Applicatae Sinica |
Volume | 13 |
Issue number | 3 |
DOIs | |
State | Published - 1997 |
Keywords
- Complexity
- Interior point method
- Monotone mapping
- Nonlinear complementarity problem
- Quadratic convergence