Global linear and local quadratic convergence of a long-step adaptive-mode interior point method for some monotone variational inequality problems

Global linear and local quadratic convergence of a long-step adaptive-mode interior point method for some monotone variational inequality problems

SIAM Journal on Optimization

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Bibliographic Details
Main Authors: Sun, J., Zhao, G.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2013
Subjects:
Interior point methods
Monotone variational inequality problems
Polynomial complexity of algorithms
Rate of convergence
Online Access:http://scholarbank.nus.edu.sg/handle/10635/45072
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Institution: National University of Singapore
Description
Summary:SIAM Journal on Optimization

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