On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems
On the Superlinear Convergence of Interior-Point Algorithms for a General Class of Problems
In this paper, the authors extend the Q-superlinear convergence theory recently developed by Zhang, Tapia, and Dennis for a class of interior-point linear programming algorithms to similar interior-point algorithms for quadratic programming and for linear complementarily problems. This unified approach consists of viewing all these algorithms as a damped Newton …