Speaker: | Florian Potra |
Department of Mathematics and Statistic | |
The University of Maryland, Baltimore County |
Title: A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with $O(\sqrt{n}L)$-iteration complexity
An interior point method for monotone linear complementarity problems acting in a wide neighborhood of the central path is presented. The method has $O(\sqrt{n}L)$-iteration complexity and is superlinearly convergent even when the problem does not possess a strictly complementary solution.