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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Fast convergence of an inexact interior point method for horizontal complementarity problems

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Author(s):
Arias, C. A. [1] ; Martinez, J. M. [2]
Total Authors: 2
Affiliation:
[1] Univ Valle, Dept Math, Cali - Colombia
[2] Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp IMECC, BR-13083859 Campinas, SP - Brazil
Total Affiliations: 2
Document type: Journal article
Source: NUMERICAL ALGORITHMS; v. 79, n. 4, p. 1187-1210, DEC 2018.
Web of Science Citations: 0
Abstract

In Andreani et al. (Numer. Algorithms 57:457-485, 2011), an interior point method for the horizontal nonlinear complementarity problem was introduced. This method was based on inexact Newton directions and safeguarding projected gradient iterations. Global convergence, in the sense that every cluster point is stationary, was proved in Andreani et al. (Numer. Algorithms 57:457-485, 2011). In Andreani et al. (Eur. J. Oper. Res. 249:41-54, 2016), local fast convergence was proved for the underdetermined problem in the case that the Newtonian directions are computed exactly. In the present paper, it will be proved that the method introduced in Andreani et al. (Numer. Algorithms 57:457-485, 2011) enjoys fast (linear, superlinear, or quadratic) convergence in the case of truly inexact Newton computations. Some numerical experiments will illustrate the accuracy of the convergence theory. (AU)

FAPESP's process: 13/03447-6 - Combinatorial structures, optimization, and algorithms in theoretical Computer Science
Grantee:Carlos Eduardo Ferreira
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 10/10133-0 - Cutting, packing, lot-sizing and scheduling problems and their integration in industrial and logistics settings
Grantee:Reinaldo Morabito Neto
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 13/05475-7 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:José Alberto Cuminato
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 14/18711-3 - Mathematical modelling systems and decisions
Grantee:José Mário Martinez Perez
Support Opportunities: Research Grants - Visiting Researcher Grant - International