Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity
Mathematical Programming (1998)
- DOI: 10.1007/BF02680568
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Abstract
In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle et al. (R.W. Cottle, J.-S. Pang, Venkateswaran, Linear Algebra Appl. 114/115 (1989) 231-249). We show that these paths converge to a central point of the set of solutions. It is also shown that these are analytic functions of the path parameter even at the limitpoint, if the complementarity problem has a strictly complementary solution, and have a simple branchpoint, if it is solveable, but has no strictly complementarity solution.
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Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity
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