A Superquadratic Infeasible-Interior-Point Method for Linear Complementarity Problems
Stephen Wright and Yin Zhang
We consider a modification of a path-following
infeasible-interior-point algorithm described by Wright. In the new
algorithm, we attempt to improve each major iterate by reusing the
coefficient matrix factors from the latest step. We show that the
modified algorithm has similar theoretical global convergence
properties to those of the earlier algorithm, while its asymptotic
convergence rate can be made superquadratic by an appropriate choice
of parameters.
Preprint MCS-P485-1294, MCS Division, Argonne National Laboratory.
(Revised, March, 1996.)
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