Superlinear Convergence of an Interior-Point Method for Monotone Variational Inequalities
Daniel Ralph, Stephen, J Wright · University of North Texas Digital Library (University of North Texas) · 1996
Abstract. We show that an interior-point method for monotone variational inequalities exhibits superlinear convergence provided that all the standard assumptions hold except for the well-known assumption that the Jacobian of the active constraints has full rank at the solution. We show that superlinear convergence occurs even when the constant rank condition on the Jacobian assumed in an earlier work does not hold. AMS(MOS) subject classications. 90C33, 90C30, 49M45 1. Introduction. We