Tapia indicators and finite termination of
infeasible--interior--point methods for degenerate LCP
Jun Ji and Florian A. Potra
The convergence of the Tapia indicators for
infeasible--interior--point methods for solving degenerate linear
complementarity problems is investigated. A new estimate of the rate
of convergence of the Tapia indicators for the indices where both
primal and dual variables vanish in the solution is
obtained, showing that Tapia indicators for these indices converge
slower than for other indices. Use of Tapia indicators in a finite
termination procedure for infeasible--interior--point algorithms is
proposed.
Reports on Computational Mathematics, No. 81/1995,
Department of Mathematics, The University of Iowa.